# EDGAR Filing Document

**Accession Number:** 0000889519
**File Stem:** 0000889519-25-000023
**Filing Date:** 2025-8
**Character Count:** 6851306
**Document Hash:** 9e55617e5e455c730de85806db26527c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000889519-25-000023.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000889519-25-000023

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VALLEY FORGE FUNDS
- **CENTRAL INDEX KEY:** 0000889519

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-58431
- **FILM NUMBER:** 251265015

**BUSINESS ADDRESS:**
- **STREET 1:** P O BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BALANCED INDEX FUNDS
- **DATE OF NAME CHANGE:** 20070223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BALANCED INDEX FUND
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BALANCED INDEX FUND INC
- **DATE OF NAME CHANGE:** 19920715

## Series and Classes Contracts Data

### VANGUARD BALANCED INDEX FUND (Series ID: S000002560)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000007054 | INVESTOR SHARES      | VBINX           |
| C000007055 | ADMIRAL SHARES       | VBIAX           |
| C000007056 | INSTITUTIONAL SHARES | VBAIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD VALLEY FORGE FUNDS

- **b. Investment Company Act file number:** 811-58431

- **c. CIK number of Registrant:** 0000889519

- **d. LEI of Registrant:** 549300FUTH8HHBEZCJ03

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD BALANCED INDEX FUND

- **b. EDGAR series identifier (if any):** S000002560

- **c. LEI of Series:** YZYTHJ1EPVBIW2570X33

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $58435716748.79

**Total Liabilities:** $429422184.04

**Net Assets:** $58006294564.75

**Delayed Delivery Securities:** $84739653.34

**Cash Not Reported:** $6621617.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17916.86911773 | **1-Year:** -585030.91813292 | **5-Year:** -1784422.99954859 | **10-Year:** -2649932.12948299 | **30-Year:** -1270511.63103995

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

- **3-Month:** -173.55802860 | **1-Year:** -6812.01427081 | **5-Year:** -24274.30896594 | **10-Year:** -28462.57881361 | **30-Year:** -16645.28131874

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007055 | -0.04%               | 3.58%                | 3.70%                |
| Class ID C000007056 | -0.04%               | 3.58%                | 3.71%                |
| Class ID C000007054 | -0.06%               | 3.58%                | 3.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99065634.97            | $-56383840.05                              |
| Month 2  | $42839307.42             | $1810151504.86                             |
| Month 3  | $251589528.30            | $1713849966.40                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac Gold Pool                                                            | FG C15369                                                    | CUSIP: 31293A6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       292 | PA      | $297.66        | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Surgery Partners Inc                                                             | SURGERY PARTNERS                                             | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     41344 | NS      | $919077.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                                          | EXLSERVICE HOLDI                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     94053 | NS      | $4118580.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $441116.00     | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201486.84     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478962.97     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2021-A Owner Trust                                       | NAROT 2021-A A4                                              | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76847 | PA      | $76295.56      | 0.00%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0319                                                    | CUSIP: 3142GQK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1526946 | PA      | $1605684.23    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426612.51     | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6109                                                    | CUSIP: 3140X9YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1678991 | PA      | $1410990.87    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257761.32     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                                                    | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086876 | PA      | $1021949.02    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1198349.60    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2                                            | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $87182.43      | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                     | SIX FLAGS ENTERT                                             | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     55448 | NS      | $1687282.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    545000 | PA      | $346926.96     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1296592.94    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                                                    | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16235 | PA      | $16615.44      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81874000 | PA      | $76398676.25   | 0.13%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425348.31     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3969534.00    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Smith-Midland Corp                                                               | SMITH-MIDLAND CP                                             | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $68999.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                                                   | GLOBALSTAR INC                                               | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     32496 | NS      | $765280.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                                                     | UNITED AIRLINES                                              | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    197162 | NS      | $15700010.06   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897439.93     | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                                         | DIGITAL REALTY                                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |    203655 | NS      | $35503176.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                                                    | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235355 | PA      | $215061.80     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermon Group Holdings Inc                                                       | THERMON GROUP HO                                             | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     22309 | NS      | $626436.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                                                   | SOMNIGROUP INTER                                             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    120189 | NS      | $8178861.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301348.17     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1225110.70    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $452485.58     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                                                    | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2578565 | PA      | $2275811.65    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $992792.98     | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444044.50     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                                               | VAREX IMAGIN                                                 | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     23210 | NS      | $201230.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                                               | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    700000 | PA      | $770500.36     | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                                                    | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57585 | PA      | $55129.95      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    384000 | PA      | $288584.05     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    579821 | NS      | $28532991.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $505137.92     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                                              | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    605000 | PA      | $719270.73     | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                                               | OUTFRONT MEDIA I                                             | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     83750 | NS      | $1366800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                                                       | FINANCIAL INST                                               | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11078 | NS      | $284483.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5                                             | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $132947.60     | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    850000 | PA      | $870343.02     | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                                                    | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    366305 | PA      | $335541.88     | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $281290.23     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Noodles & Co                                                                     | NOODLES & CO                                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |     27098 | NS      | $19315.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                                             | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $511154.19     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                                             | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499227.57     | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1005384.66    | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1667070.82    | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596070.09     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    950000 | PA      | $819517.87     | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77796                                                    | CUSIP: 3128LBUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58647 | PA      | $60726.95      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                                                    | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    458142 | PA      | $429402.19     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2883                                                    | CUSIP: 3132DQFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    466474 | PA      | $473613.59     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                                                    | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180472 | PA      | $150875.82     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A                                           | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $176917.14     | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    609000 | PA      | $595088.53     | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    825000 | PA      | $737107.20     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                                                    | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6382784 | PA      | $6164295.44    | 0.01%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                                              | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618122.48     | 0.00%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                                                    | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34478 | PA      | $34924.63      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $779514.90     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Camden National Corp                                                             | CAMDEN NATIONAL                                              | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      7642 | NS      | $310112.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    675000 | PA      | $626542.22     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1263849.00    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A4                                              | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $651375.04     | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                                              | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201069.12     | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501694.64     | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406080.64     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                                                    | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    334349 | PA      | $321856.43     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coya Therapeutics Inc                                                            | COYA THERAPEUTIC                                             | CUSIP: 22407B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15974 | NS      | $91850.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    825000 | PA      | $808180.92     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65339000 | PA      | $60234390.63   | 0.10%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A3                                              | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163365 | PA      | $163358.94     | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                          | GEN LUX/GEN USA                                              | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $259123.86     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                                                    | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    543189 | PA      | $510740.21     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerSale Corp                                                                     | AERSALE CORP                                                 | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19557 | NS      | $117537.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7168                                                    | CUSIP: 3140XN6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593173 | PA      | $629973.27     | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14329                                                    | CUSIP: 3128MDA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $56.60         | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $587629.89     | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                                                    | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    874061 | PA      | $806938.72     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9606                                                    | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1984636 | PA      | $2018813.59    | 0.00%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $296042.77     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                             | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413426.54     | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SR Bancorp Inc                                                                   | SR BANCORP INC                                               | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8183 | NS      | $110470.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| State of California                                                              | CA ST-TXBL-BABS                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1376520.22    | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Rezolute Inc                                                                     | REZOLUTE INC                                                 | CUSIP: 76200L309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40879 | NS      | $182320.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1025261.42    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                                                    | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630764 | PA      | $565654.08     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928153                                                    | CUSIP: 31412LE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2400 | PA      | $2529.43       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oklo Inc                                                                         | OKLO INC                                                     | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71053 | NS      | $3978257.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats Inc                                                                 | MALIBU BOATS-A                                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11718 | NS      | $367242.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                                                    | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429532 | PA      | $384737.38     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252908.30     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188732.82     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ8670                                                    | CUSIP: 3140E1T45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    653776 | PA      | $603698.69     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                                                    | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325077 | PA      | $319907.67     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                                                    | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19237 | PA      | $20288.71      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1093463.50    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Sagimet Biosciences Inc                                                          | SAGIMET BIOSCI-A                                             | CUSIP: 786700104<br>LEI: 2549002OT2F8BV0VPD02 | Long             | EC               | CORP              | US        |     15559 | NS      | $118559.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544058.19     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                                           | LIBERTY BR-C                                                 | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     74618 | NS      | $7340918.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                                                    | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301564 | PA      | $296245.50     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1275000 | PA      | $1272783.08    | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                                                    | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    571482 | PA      | $555786.86     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314885.09    | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1735500.18    | 0.00%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                                               | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1876648.69    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0014                                                    | CUSIP: 3142J6AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3724238 | PA      | $3786790.33    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623389.99     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH                                             | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455618.37     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                                                    | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1982311 | PA      | $1834688.47    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K751 A2                                                 | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $656411.67     | 0.00%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                                                    | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100515 | PA      | $95685.62      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4                                             | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1178988.72    | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Boston Beer Co Inc/The                                                           | BOSTON BEER-A                                                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      5233 | NS      | $998508.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                                                                | POWERFLEET INC                                               | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |     70706 | NS      | $304742.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                                                      | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216983 | PA      | $214829.38     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2611                                                    | CUSIP: 3142GS3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1658864 | PA      | $1661963.87    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crawford & Co                                                                    | CRAWFORD & CO-B                                              | CUSIP: 224633107<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |     24129 | NS      | $252066.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                                          | CENTRAL GARDEN                                               | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3821 | NS      | $134422.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                                  | OSI SYSTEMS INC                                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      9796 | NS      | $2202728.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                                                    | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    856195 | PA      | $789379.54     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552919.57     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                                                      | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    421573 | PA      | $427046.51     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Disc Medicine Inc                                                                | DISC MEDICINE IN                                             | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13423 | NS      | $710882.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                                                   | NOBLE CORP PLC                                               | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |     77935 | NS      | $2069174.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2309368.93    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494641.35     | 0.00%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                                                    | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23400 | PA      | $24718.08      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    334000 | PA      | $347177.53     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                                                | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816701.54     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5472                                                    | CUSIP: 3133BTCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2419124 | PA      | $2470566.07    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                    | EART 2025-1A A3                                              | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400532.92     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                                              | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292288.75     | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                                             | CELSIUS HOLDINGS                                             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109053 | NS      | $5058968.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                                                    | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1079033 | PA      | $861308.80     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A3                                               | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $219726.20     | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                                                    | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    491352 | PA      | $431511.64     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MicroVision Inc                                                                  | MICROVISION INC                                              | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |    128598 | NS      | $146601.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group Inc                                                                 | MOVADO GROUP                                                 | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     10482 | NS      | $159850.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                                                    | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328028 | PA      | $312051.26     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2310940.15    | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                                                 | SKECHERS USA-A                                               | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     78176 | NS      | $4932905.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                                                    | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14674544 | PA      | $14172221.26   | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900001.89     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                                             | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $514517.84     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9607                                                    | CUSIP: 36179YU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58789 | PA      | $60451.17      | 0.00%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8221                                                    | CUSIP: 3140XQD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1479156 | PA      | $1515555.37    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26655000 | PA      | $26588362.50   | 0.05%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5                                           | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1179304.32    | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610783.40     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1290000 | PA      | $1265250.37    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1300000 | PA      | $780866.32     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    625000 | PA      | $482420.91     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                                                 | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452517.89     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    278316 | NS      | $20723409.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 AS                                            | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $29577.85      | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $510203.09     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242388.05     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                                             | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    225000 | PA      | $234755.96     | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5371458.35    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M1 A2                                               | CUSIP: 3136AY7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    365314 | PA      | $356389.63     | 0.00%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $997717.53     | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                                                    | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    252461 | PA      | $246326.13     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1532848.95    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618708.24     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                                                    | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122258 | PA      | $125928.76     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438413.65     | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                                              | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409970.54     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2216820.70    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $2632216.58    | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2021-C                                         | WOART 2021-C A4                                              | CUSIP: 98164CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120148 | PA      | $119617.11     | 0.00%             | 2027-09-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380748.11     | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711220.35     | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244101.45     | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $388876.13     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $928972.80     | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                                                    | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2309320 | PA      | $2278454.81    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04790                                                    | CUSIP: 3128M6UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17441 | PA      | $18405.46      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                                                    | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288154 | PA      | $253510.63     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447291.76     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602623.26     | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | HILTON WORLDWIDE                                             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    143581 | NS      | $38241363.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2349                                                    | CUSIP: 3138WBTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16484 | PA      | $15796.58      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                               | ORIGIN BANCORP I                                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     18335 | NS      | $655292.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER                                             | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501549.32     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7340                                                    | CUSIP: 3140QTEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1261218 | PA      | $1287525.18    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                                                    | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9412809 | PA      | $8257629.28    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alumis Inc                                                                       | ALUMIS INC                                                   | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41199 | NS      | $123597.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66010000 | PA      | $61064406.70   | 0.11%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8647                                                    | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2862532 | PA      | $2826784.28    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    386000 | PA      | $354401.03     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                                              | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011952.60    | 0.00%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV                                             | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    345000 | PA      | $299305.20     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                                                    | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53296 | PA      | $52218.14      | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235621.58     | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS                                             | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $128820.75     | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 AS                                           | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $185642.56     | 0.00%             | 2056-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $567190.35     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                                                    | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    854525 | PA      | $843646.83     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $314804.04     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                                                    | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354918 | PA      | $336868.49     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                                               | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190871 | PA      | $176905.16     | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    472000 | PA      | $474858.86     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M                                         | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $201589.30     | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Genelux Corp                                                                     | GENELUX CORP                                                 | CUSIP: 36870H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13500 | NS      | $38745.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1722412.10    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                                                | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344902.51     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403941.08     | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168453.65     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $981503.16     | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Atomera Inc                                                                      | ATOMERA INC                                                  | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16254 | NS      | $81920.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Capital ULC                                                                | EATON CAPITAL                                                | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $401891.86     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2186943.21    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K123 A2                                                 | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2150000 | PA      | $1883819.90    | 0.00%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509932.26     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    253000 | PA      | $247386.14     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        52 | NC      | $37218.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360820.99     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                                                    | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72759 | PA      | $68474.74      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $509367.66     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547309.65     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    490000 | PA      | $498320.29     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vivid Seats Inc                                                                  | VIVID SEATS IN-A                                             | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35269 | NS      | $59604.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02998                                                    | CUSIP: 3128M4UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105927 | PA      | $111507.32     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582166                                                    | CUSIP: 36201FW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1967 | PA      | $2039.30       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc                                                          | NU SKIN ENTERP-A                                             | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     22293 | NS      | $178121.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2345867.80    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2977                                                    | CUSIP: 3140XJJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    760358 | PA      | $713848.74     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1501865.42    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1015362.45    | 0.00%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                                                   | MSA SAFETY INC                                               | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     22580 | NS      | $3782827.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                                                          | TEXAS PACIFIC LA                                             | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11141 | NS      | $11769240.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                                                      | ARTERIS INC                                                  | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $142950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K507 A2                                                 | CUSIP: 3137HAMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $458599.28     | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1142980.03    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4582                                                    | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2711571 | PA      | $2478591.67    | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3119339.68    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                      | HOLOGIC INC                                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    138013 | NS      | $8992927.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                                                    | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177475 | PA      | $161354.80     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1650                                                    | CUSIP: 3138X0ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518583 | PA      | $484646.70     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS                                           | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $169510.48     | 0.00%             | 2055-08-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    471592 | NS      | $55647856.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                                                    | BUSINESS FIRST B                                             | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     17003 | NS      | $419123.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $975366.56     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                                                    | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195413 | PA      | $191361.39     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lightbridge Corp                                                                 | LIGHTBRIDGE CORP                                             | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |     18863 | NS      | $252198.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397690.15     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                                                    | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    881019 | PA      | $780330.10     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80373                                                    | CUSIP: 31335GMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.67          | 0.00%             | 2026-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659304.27     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250414                                                    | CUSIP: 31371FDT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $5.41          | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A3                                               | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51362 | PA      | $51233.90      | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49957000 | PA      | $51346429.06   | 0.09%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CG oncology Inc                                                                  | CG ONCOLOGY INC                                              | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37386 | NS      | $972036.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |   1160442 | NS      | $24288051.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                                                    | RALLIANT CORP                                                | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69061 | NS      | $3348767.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718586.45     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605244.65     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5406                                                    | CUSIP: 3132DTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    773039 | PA      | $805533.82     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                                                    | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7762578 | PA      | $6865656.65    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I                                             | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    775000 | PA      | $783974.73     | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                                                      | CHEMED CORP                                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      8705 | NS      | $4238725.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4639                                                    | CUSIP: 3132A5EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127503 | PA      | $121217.99     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD                                             | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |      6690 | NS      | $2250248.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293495.80     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1416230.57    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hingham Institution For Savings The                                              | HINGHAM INST SVG                                             | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       862 | NS      | $214077.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                                                       | ONCOLOGY INSTITU                                             | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35828 | NS      | $73447.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                                     | EMBECTA CORP                                                 | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     34719 | NS      | $336427.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                                                 | KNIFE RIVER                                                  | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34911 | NS      | $2850134.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                                                    | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687966.72     | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lantronix Inc                                                                    | LANTRONIX INC                                                | CUSIP: 516548203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14911 | NS      | $42794.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                                                | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554679.80     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814970.38     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    517000 | PA      | $493073.14     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corp                                                            | FULTON FINANCIAL                                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    109353 | NS      | $1972728.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 967811                                                    | CUSIP: 31414JVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15890 | PA      | $16310.41      | 0.00%             | 2037-12-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510931.50     | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    810000 | PA      | $746792.57     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     59223 | NS      | $47110119.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990741                                                    | CUSIP: 31415VS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5840 | PA      | $6156.00       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812001.59     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    244490 | NS      | $55944201.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4947                                                      | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    204702 | PA      | $207398.24     | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    386000 | PA      | $383805.90     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $316195.15     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $815890.41     | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3237897.48    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                                                    | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       559 | PA      | $574.96        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119026.41     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                  | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $784716.49     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250576                                                    | CUSIP: 31371FJV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        33 | PA      | $33.38         | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 AS                                            | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63745 | PA      | $62087.79      | 0.00%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                                                   | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    364000 | PA      | $369535.16     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                                             | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $896106.43     | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    596000 | PA      | $597037.53     | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                                                    | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    923642 | PA      | $867023.26     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                                                    | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117684 | PA      | $113069.54     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1965000 | PA      | $1935709.71    | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1344353.21    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870955.82     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Veritone Inc                                                                     | VERITONE INC                                                 | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |     18414 | NS      | $23201.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A3                                              | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205335 | PA      | $205473.39     | 0.00%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                      | MAGNITE INC                                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     92639 | NS      | $2234452.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                                                    | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126329 | PA      | $123831.99     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                                               | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $328970.33     | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5933                                                    | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    628596 | PA      | $627965.50     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terns Pharmaceuticals Inc                                                        | TERNS PHARMACEUT                                             | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |     42528 | NS      | $158629.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $898335.76     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH                                             | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $609009.37     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LSI Industries Inc                                                               | LSI INDUSTRIES                                               | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     16459 | NS      | $279967.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514542.29     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M4 A2                                               | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770139 | PA      | $751058.55     | 0.00%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1627736.02    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    725000 | PA      | $592431.95     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543669.56     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603553                                                    | CUSIP: 36200KQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7876 | PA      | $8172.07       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $576052.88     | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                                                    | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4402896 | PA      | $3746718.67    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1644723.95    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                                               | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $416953.91     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3906                                                    | CUSIP: 3138ELKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    476893 | PA      | $482452.06     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    228724 | NS      | $92738433.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                                                    | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27965 | PA      | $27456.96      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                                                    | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367586 | PA      | $325001.62     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336000.47     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                                             | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146804.99     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS                                            | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $168916.65     | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| ReposiTrak Inc                                                                   | REPOSITRAK INC                                               | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |      5533 | NS      | $108723.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD8256                                                    | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4972008 | PA      | $4633697.21    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466159.30     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048044.96    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3339                                                    | CUSIP: 3132DQV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496867 | PA      | $494690.35     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                                                    | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19623 | PA      | $20154.17      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-6 A1A                                              | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002617.40    | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY                                             | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329743.78     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919955.66     | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                                                    | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269785 | PA      | $262210.08     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $287239.23     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc                                                                   | CVR ENERGY INC                                               | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     14820 | NS      | $397917.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $467318.56     | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485683                                                    | CUSIP: 36209YRC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       934 | PA      | $960.71        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    980000 | PA      | $830973.26     | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                                             | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645330.49     | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830399.76     | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                                               | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $273648.53     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $1008095.03    | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                                | CLEARWATER AN-A                                              | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144959 | NS      | $3178950.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A1 A                                              | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $704078.69     | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Astronics Corp                                                                   | ASTRONICS CORP                                               | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     16605 | NS      | $555935.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   4300000 | PA      | $4316570.66    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $572683.27     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 AS                                               | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $444075.64     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Frequency Electronics Inc                                                        | FREQUENCY ELECT                                              | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      6310 | NS      | $143300.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                                                    | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    303946 | PA      | $284309.42     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    782000 | PA      | $761115.70     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $239519.42     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1325691.25    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Olema Pharmaceuticals Inc                                                        | OLEMA PHARMACEUT                                             | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26604 | NS      | $113333.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A4                                             | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196470.46     | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                                                | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435057.50     | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589173.71     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00986                                                    | CUSIP: 31283HCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       529 | PA      | $539.40        | 0.00%             | 2028-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    426130 | NS      | $4482887.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                               | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498296.55     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                                     | PENUMBRA INC                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     22486 | NS      | $5770582.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                                               | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450146 | PA      | $414959.33     | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                                                    | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    972253 | PA      | $971031.79     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arhaus Inc                                                                       | ARHAUS INC                                                   | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32331 | NS      | $280309.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                                                    | CORE MOLDING TEC                                             | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      7270 | NS      | $120609.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969174.96     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464543.36     | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8398                                                    | CUSIP: 3132DWKK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955990 | PA      | $1005180.18    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    475000 | PA      | $406042.49     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655477.35     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5070                                                    | CUSIP: 3140XLT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    873734 | PA      | $895508.18     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                                                    | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246820 | PA      | $241044.03     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $872907.05     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202237.90     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357513                                                    | CUSIP: 31376KDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78062 | PA      | $80449.67      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    662000 | PA      | $647172.08     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    710000 | PA      | $709587.34     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    850000 | PA      | $783989.64     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62209000 | PA      | $60004954.41   | 0.10%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Western New England Bancorp Inc                                                  | WESTERN NEW ENGL                                             | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      9618 | NS      | $88774.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                                               | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $87066.31      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                                                          | MIRION TECHNOLOG                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    118840 | NS      | $2558625.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                                                    | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2810 | PA      | $2912.92       | 0.00%             | 2039-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40360000 | PA      | $29298837.50   | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8162                                                    | CUSIP: 3140XQB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1339875 | PA      | $1367236.75    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATN International Inc                                                            | ATN INTERNATIONA                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      8375 | NS      | $136093.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566426.15     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1890322.68    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0287                                                    | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4723895 | PA      | $4804713.85    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings Inc                                                               | THRYV HOLDINGS I                                             | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25658 | NS      | $312001.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                                                 | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $361424.66     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                      | AVANTOR INC                                                  | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    393913 | NS      | $5302068.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA3351                                                    | CUSIP: 31339SWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1418840 | PA      | $1192808.21    | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anavex Life Sciences Corp                                                        | ANAVEX LIFE SCIE                                             | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     48976 | NS      | $451558.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $879973.50     | 0.00%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                     | TERADYNE INC                                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     97751 | NS      | $8789769.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647598.24     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                                                    | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       506 | PA      | $532.05        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Passage Bio Inc                                                                  | PASSAGE BIO INC                                              | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38001 | NS      | $15211.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42360000 | PA      | $42849787.50   | 0.07%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237952.13     | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    650000 | PA      | $530197.58     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $545191.89     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 A3                                              | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10198 | PA      | $10210.11      | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168274.32     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                                                    | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1092563 | PA      | $1055387.59    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    900000 | PA      | $959097.11     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187714.25     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TR                                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     65089 | NS      | $7334879.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                                                  | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202049.30     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8005000 | PA      | $8590365.63    | 0.01%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                        | NEWS CORP-CL A                                               | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    226688 | NS      | $6737167.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                                             | ONEMAIN HOLDINGS                                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     70786 | NS      | $4034802.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9723                                                    | CUSIP: 36179YYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1702961 | PA      | $1630830.24    | 0.00%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $227797.05     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772890.31     | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                                               | HOULIHAN LOKEY I                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     32363 | NS      | $5823721.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                                                    | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169856 | PA      | $166500.48     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0392                                                    | CUSIP: 31427MNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1118742 | PA      | $1142566.66    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    809000 | PA      | $895580.68     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGE Energy Inc                                                                   | MGE ENERGY INC                                               | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21147 | NS      | $1870240.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                                                    | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4699393 | PA      | $4708251.16    | 0.01%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555958.17     | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                                                    | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    687434 | PA      | $672831.12     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                                                    | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5676685 | PA      | $4726223.79    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6135                                                    | CUSIP: 3140X9Y90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1692144 | PA      | $1355467.02    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERSP7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    323000 | PA      | $319241.90     | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1683881.39    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                                                    | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9662845 | PA      | $7704044.99    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $555344.46     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                                                    | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263698 | PA      | $254043.43     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    275000 | PA      | $306944.16     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NexPoint Diversified Real Estate Trust                                           | NEXPOINT DIVERSI                                             | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               | CORP              | US        |     24673 | NS      | $103379.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                                                    | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1433258 | PA      | $1148090.67    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A4                                              | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50773.62      | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                                                     | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    664000 | PA      | $668377.41     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     93884 | NS      | $48132449.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                                     | EXELIXIS INC                                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    155047 | NS      | $6833696.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773281.75     | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147896.24     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249943.16     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LCNB Corp                                                                        | LCNB CORPORATION                                             | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9701 | NS      | $140955.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46900000 | PA      | $46630691.29   | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                                                    | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367729 | PA      | $341747.94     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                                                    | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    253117 | PA      | $237072.04     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847054.51     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    838000 | PA      | $668787.24     | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199708.11     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gyre Therapeutics Inc                                                            | GYRE THERAPEUTIC                                             | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |     17257 | NS      | $126838.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corp                                                                | STATE ST CORP                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    163953 | NS      | $17434762.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6740                                                    | CUSIP: 3140XNP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1387836 | PA      | $1335712.90    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER INC                                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     44446 | NS      | $17965962.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $535706.84     | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436931.25     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-D Owner Trust                                       | TAOT 2021-D A4                                               | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83432 | PA      | $82457.15      | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $337391.12     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193949.52    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1885345.09    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055966.37    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                                                    | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105044 | PA      | $101262.26     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS                                             | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $438672.55     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1334710.05    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                                  | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734563.21     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3145                                                    | CUSIP: 3132DQP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3368369 | PA      | $3405188.46    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                                                 | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421522.01    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                                                    | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1409475 | PA      | $1201757.81    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    700000 | PA      | $563948.00     | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2364081.94    | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1139787.62    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS                                            | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $119008.49     | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A3                                              | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $353481.59     | 0.00%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                                              | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163860.27     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING                                               | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $411816.53     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                                                    | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251321 | PA      | $237204.92     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                                                    | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000843 | PA      | $1025784.69    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                                                    | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371789 | PA      | $353687.30     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $625473.67     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1544000 | PA      | $1567576.72    | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294085.93     | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128662.86     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    570000 | PA      | $445699.14     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                                          | DOW INC                                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    424354 | NS      | $11236893.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    375000 | PA      | $306276.09     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ                                        | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $330762.90     | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO WHOLESALE                                             | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    268713 | NS      | $266009747.22  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8049                                                    | CUSIP: 3132D55J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1916340 | PA      | $1807252.95    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $429162.30     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                           | OPTION CARE HEAL                                             | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    100681 | NS      | $3270118.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A3                                              | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1009664.30    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782371                                                    | CUSIP: 36241KT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92315 | PA      | $93305.77      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1301510.43    | 0.00%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5967000 | PA      | $6040422.09    | 0.01%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Workiva Inc                                                                      | WORKIVA INC                                                  | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     30219 | NS      | $2068490.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                                 | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766393.90     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TPG RE Finance Trust Inc                                                         | TPG RE FINANCE T                                             | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37900 | NS      | $292588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433543.93     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1082371.23    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                                              | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $819056.66     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48509000 | PA      | $48761019.29   | 0.08%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE TE                                             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    264539 | NS      | $19594403.73   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A3                                             | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169057 | PA      | $166889.11     | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $872032.92     | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     43384 | NS      | $870716.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                                    | TIDEWATER INC                                                | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     28785 | NS      | $1327852.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                                              | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534846.26     | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Gyre Therapeutics Inc                                                            | CATALYST BIOSCIENCES INC - CVR (JAN 2023)                    | CUSIP: N/A<br>LEI: 549300TE6BBPJ0S88K48       | Long             | EC               | CORP              | US        |     23975 | NS      | $2397.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                                              | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $153636.21     | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850789.28     | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8449000 | PA      | $7768129.39    | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                                                    | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2335842 | PA      | $2137214.90    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS                                             | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262000 | PA      | $250788.23     | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET HO                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    120684 | NS      | $11007587.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $933313.13     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Realty Income Trust                                             | UNIVERSAL HEALTH                                             | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      6652 | NS      | $265880.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    558000 | PA      | $561144.88     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37335700 | PA      | $29528746.89   | 0.05%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bridgewater Bancshares Inc                                                       | BRIDGEWATER BANC                                             | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     11567 | NS      | $184030.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                                                    | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    894299 | PA      | $881158.53     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $485084.17     | 0.00%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    690000 | PA      | $622748.74     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                                                 | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    835000 | PA      | $963940.48     | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080905.24    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1237473.96    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538313                                                    | CUSIP: 36212NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9705 | PA      | $9996.48       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1652149.41    | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                             | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |   1266944 | NS      | $118205875.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725257                                                    | CUSIP: 31402CWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5908 | PA      | $6076.94       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510358.58     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                                                    | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166599 | PA      | $157241.68     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4                                             | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292993.68     | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                                                  | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269251.65     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1427001.99    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1186                                                    | CUSIP: 3138AEJ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220710 | PA      | $213339.17     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                                                    | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330257 | PA      | $300658.73     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2700000 | PA      | $2336799.06    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                                                    | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2424202 | PA      | $2290312.06    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                                                    | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2075436 | PA      | $2121904.89    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4248                                                    | CUSIP: 3132E0WH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492717 | PA      | $505612.19     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08364                                                    | CUSIP: 3128MJMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16716 | PA      | $16590.33      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                                | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1140617.75    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1519000 | PA      | $1506567.31    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Axcelis Technologies Inc                                                         | AXCELIS TECH INC                                             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     19984 | NS      | $1392684.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                                                 | PRIORITY TECHNOL                                             | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |     39416 | NS      | $306656.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565909.59     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Graham Holdings Co                                                               | GRAHAM HOLDING-B                                             | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1842 | NS      | $1742845.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    969000 | PA      | $950988.17     | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1328382.98    | 0.00%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996582.61    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                                                      | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    232604 | PA      | $224134.21     | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                                                    | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3119103 | PA      | $2878600.52    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                                                    | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356802 | PA      | $328263.47     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C13197                                                    | CUSIP: 31292XRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       815 | PA      | $856.92        | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A4                                               | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100143.88     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                                               | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1489452.46    | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | FEDEX 2020-1                                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607499 | PA      | $524518.63     | 0.00%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00421                                                    | CUSIP: 31292GPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.74          | 0.00%             | 2025-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $512163.69     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725589                                                    | CUSIP: 31402DC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5801 | PA      | $5862.09       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1179                                                    | CUSIP: 31427NJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2148952 | PA      | $2148937.52    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                                                  | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429984.08     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                                                    | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90371 | PA      | $89370.56      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    835000 | PA      | $764631.72     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kiniksa Pharmaceuticals International Plc                                        | KINIKSA PHARMACE                                             | CUSIP: G52694109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21265 | NS      | $588402.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                                                    | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7306501 | PA      | $6108271.71    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI1908                                                    | CUSIP: 3133W8DM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2002725 | PA      | $1964535.24    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                                                      | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34636 | PA      | $36389.92      | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                                              | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396239.37     | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08742                                                    | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121221 | PA      | $111890.46     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    246248 | NS      | $29377386.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493272.83     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                                                    | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1721380 | PA      | $1726747.60    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                                              | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    732725 | PA      | $717812.25     | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274594.43     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    462000 | PA      | $402467.61     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    595000 | PA      | $558488.62     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                   | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410016.16     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89197.68      | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                             | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442093.20     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1027791.72    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                                             | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523565.51     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486630                                                    | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       923 | PA      | $948.03        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                                                    | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1118415 | PA      | $1033030.05    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   4625000 | PA      | $4259532.42    | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8567                                                    | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1695582 | PA      | $1582417.59    | 0.00%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital City Bank Group Inc                                                      | CAP CITY BANK                                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      7094 | NS      | $279148.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                                               | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $160640.84     | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                                                    | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220684 | PA      | $210073.12     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Innospec Inc                                                                     | INNOSPEC INC                                                 | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     15327 | NS      | $1288847.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3768                                                    | CUSIP: 3132E0FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2209887 | PA      | $1995037.71    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO                                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417868.44     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Zevia PBC                                                                        | ZEVIA PBC-A                                                  | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16067 | NS      | $51735.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $269093.96     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06025                                                    | CUSIP: 3128M8A20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171784 | PA      | $170350.64     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5327                                                    | CUSIP: 31418E4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2771916 | PA      | $2719059.41    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                                                    | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269653 | PA      | $225768.15     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rimini Street Inc                                                                | RIMINI STREET IN                                             | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     27624 | NS      | $104142.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2152080.71    | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    559000 | PA      | $529276.51     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8012                                                    | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    951860 | PA      | $896610.85     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1041                                                    | CUSIP: 3132DNEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1889943 | PA      | $1663317.12    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                                                    | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1993035 | PA      | $1738476.28    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648844.44     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                                                    | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1761315 | PA      | $1643094.77    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1078422.48    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | JDOT 2025-A A4                                               | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250980.30     | 0.00%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 A5                                            | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975789.70     | 0.00%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2806311.37    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1402069.79    | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS                                            | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $29447.74      | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477579.07    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    429000 | PA      | $439261.65     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dorman Products Inc                                                              | DORMAN PRODUCTS                                              | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |     15942 | NS      | $1955605.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB0523                                                    | CUSIP: 31416VSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11438 | PA      | $12049.71      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                                                              | BLOOMIN' BRANDS                                              | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     50064 | NS      | $431051.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                                                    | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3155665 | PA      | $3209653.20    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                                                    | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151088 | PA      | $145300.34     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1708491.76    | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150199.62     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CompoSecure Inc                                                                  | COMPOSECURE IN-A                                             | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24875 | NS      | $350488.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Medtronic PLC                                                                    | MEDTRONIC PLC                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    776072 | NS      | $67650196.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                                                    | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1665875 | PA      | $1561894.15    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2                                             | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $162711.52     | 0.00%             | 2033-03-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437772.59     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2046053.53    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2450000 | PA      | $2388672.30    | 0.00%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392457.09     | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489930.22     | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                                              | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1165000 | PA      | $1127290.48    | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A4                                              | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200754.08     | 0.00%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 456998                                                    | CUSIP: 31381CUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       544 | PA      | $553.12        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                                              | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $305142.91     | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855134.41     | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY                                             | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $340827.59     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461616.72    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64500.94      | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10096000 | PA      | $10154145.16   | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759569.36     | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    550000 | PA      | $442974.13     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                                              | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $417935.61     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ingles Markets Inc                                                               | INGLES MARKETS-A                                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      9591 | NS      | $607877.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8453                                                    | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8435950 | PA      | $8435894.78    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    117577 | NS      | $8458489.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248127.24     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1610000 | PA      | $1502890.11    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830186                                                    | CUSIP: 31407GJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151340 | PA      | $153078.29     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $360435.46     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538746.17    | 0.00%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                                                          | AON PLC-CLASS A                                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |    124232 | NS      | $44321008.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                                                    | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    914924 | PA      | $920651.86     | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                                                    | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96738 | PA      | $100086.19     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    398000 | PA      | $268338.46     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT Inc                                                  | SMARTSTOP SELF S                                             | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |     15081 | NS      | $546384.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 B                                             | CUSIP: 05553WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105640.31     | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498976.48    | 0.00%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246162.64     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                                                    | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316837 | PA      | $293982.01     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                                              | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425544 | PA      | $406441.00     | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1175                                                    | CUSIP: 31418AJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183160 | PA      | $167091.97     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779671.52     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fennec Pharmaceuticals Inc                                                       | FENNEC PHARMACEU                                             | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | US        |     13356 | NS      | $110854.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758296.83     | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629288.74     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                                                    | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31656 | PA      | $32017.94      | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                                                     | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77718 | PA      | $78909.94      | 0.00%             | 2041-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                                                     | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432574.64     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1032142.79    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                                                    | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    670941 | PA      | $584407.06     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $586843.21     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                                                 | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $313220.93     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591054.33     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32740000 | PA      | $32144029.52   | 0.06%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                                                 | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447496.23     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                                                    | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1018408 | PA      | $904873.78     | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $530560.20     | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Beauty Health Co/The                                                             | BEAUTY HEALTH CO                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     66859 | NS      | $127700.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                               | ALBERTSONS COS-A                                             | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    213232 | NS      | $4586620.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                                                     | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341950.98     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                                               | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927559.61     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605813                                                    | CUSIP: 36201XAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5583 | PA      | $5637.27       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc                                                        | BENCHMARK ELECTR                                             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     20539 | NS      | $797529.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                                                    | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1378723 | PA      | $1211674.85    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPAL Fuels Inc                                                                   | OPAL FUELS INC-A                                             | CUSIP: 68347P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $35332.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                                                    | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1177341 | PA      | $1046662.78    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Watsco Inc                                                                       | WATSCO INC                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     21049 | NS      | $9295659.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                                                    | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43394 | PA      | $40361.21      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | MERITAGE HOMES                                               | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    468000 | PA      | $469643.27     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jasper Therapeutics Inc                                                          | JASPER THERAPEUT                                             | CUSIP: 471871202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8701 | NS      | $48290.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL                                             | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429298.12     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 A5                                            | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $183472.05     | 0.00%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1175000 | PA      | $1091282.00    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                                                      | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $346511.39     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                                                    | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2458 | PA      | $2562.72       | 0.00%             | 2041-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 B                                               | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121565.29     | 0.00%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Dine Brands Global Inc                                                           | DINE BRANDS GLOB                                             | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      7552 | NS      | $183740.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $436146.29     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00632                                                    | CUSIP: 31292GVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $569.00        | 0.00%             | 2028-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN                                             | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1484768.63    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                                          | MACOM TECHNOLOGY                                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38042 | NS      | $5451038.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    775000 | PA      | $662468.20     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    335000 | PA      | $371372.64     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                                                | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $330069.39     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nutex Health Inc                                                                 | NUTEX HEALTH INC                                             | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $181506.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                                | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    625000 | PA      | $561701.44     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                        | TEGNA INC                                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     97884 | NS      | $1640535.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $753156.35     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622286.24     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                                                    | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591294 | PA      | $582605.71     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326820.43     | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531945.24     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    357000 | PA      | $361992.22     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prime Medicine Inc                                                               | PRIME MEDICINE I                                             | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42918 | NS      | $106007.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1575852.20    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                                                  | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99799.74      | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                                                    | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103346 | PA      | $104679.25     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                                               | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2072528.15    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                                                    | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6550957 | PA      | $6326712.29    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Inc                                                                 | WIDEOPENWEST INC                                             | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     35637 | NS      | $144686.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    612000 | PA      | $576944.38     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                                               | OUTSET MEDICAL I                                             | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12023 | NS      | $230961.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    161000 | PA      | $137438.34     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106696.23     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721687.82     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                                                    | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349195 | PA      | $336330.98     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1293459.81    | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6773                                                    | CUSIP: 3140XNQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1520835 | PA      | $1617563.58    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $258386.08     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                                                    | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237250 | PA      | $232071.91     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                                                   | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    316000 | PA      | $329412.60     | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                                                       | BUMBLE INC-A                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11964 | NS      | $78842.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                                                    | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1671164 | PA      | $1705499.95    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B                                        | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    775000 | PA      | $604854.02     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                                                    | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2540 | PA      | $2629.59       | 0.00%             | 2038-03-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964034.75     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    476000 | PA      | $483179.10     | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A3                                              | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101441.54     | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $778430.16     | 0.00%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253036                                                    | CUSIP: 31371JBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2939 | PA      | $3091.52       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dave Inc                                                                         | DAVE INC                                                     | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6298 | NS      | $1690446.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652797.54     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                                                    | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1297385 | PA      | $1180170.16    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Everus Construction Group Inc                                                    | EVERUS CONSTRUCT                                             | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30980 | NS      | $1968159.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $508308.02     | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                                                    | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73833 | PA      | $73402.24      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    816000 | PA      | $484783.79     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                                             | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439406.93     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253278.64     | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9172                                                    | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1140209 | PA      | $1163853.51    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A4                                               | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76036.73      | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4429                                                    | CUSIP: 31417A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42168 | PA      | $39698.45      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4                                            | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1049221.24    | 0.00%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amicus Therapeutics Inc                                                          | AMICUS THERAPEUT                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    183544 | NS      | $1051707.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                                         | SANGAMO THERAPEU                                             | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    138868 | NS      | $75169.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $361462.73     | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Commvault Systems Inc                                                            | COMMVAULT SYSTEM                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     26860 | NS      | $4682503.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                                     | MSC INDL DIRECT                                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     27637 | NS      | $2349697.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                                                 | IES HOLDINGS INC                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      5569 | NS      | $1649704.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1876987.66    | 0.00%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | ST PAUL TRAVELER                                             | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    475000 | PA      | $543070.50     | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348578.13     | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1066815.45    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $674369.45     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $476067.06     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   1600000 | PA      | $1548947.34    | 0.00%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spire Global Inc                                                                 | SPIRE GLOBAL INC                                             | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |     14787 | NS      | $175965.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $802155.90     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744327.42     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Health Catalyst Inc                                                              | HEALTH CATALYST                                              | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     33373 | NS      | $125816.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                                           | KEROS THERAPEUTI                                             | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20528 | NS      | $274048.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                                                    | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2350335 | PA      | $2365047.86    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                                                    | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310193 | PA      | $299483.08     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413683.43     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1183703.03    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                                                    | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25640 | PA      | $26410.02      | 0.00%             | 2035-08-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K510 A2                                                 | CUSIP: 3137HB3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $410755.04     | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF                                         | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1075000 | PA      | $612028.57     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2003000 | PA      | $2043372.22    | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4                                            | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1063522.33    | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                             | ALIGN TECHNOLOGY                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     41339 | NS      | $7826712.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                                                     | ESCALADE INC                                                 | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4321 | NS      | $60407.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     99523 | NS      | $8037477.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7355                                                    | CUSIP: 3140E0E50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165481 | PA      | $152961.21     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                                                    | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6261505 | PA      | $5382314.28    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $635323.83     | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5784                                                    | CUSIP: 3140XMNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    836734 | PA      | $861770.19     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                             | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518818.86     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0352                                                    | CUSIP: 3133KTL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1878927 | PA      | $1566233.01    | 0.00%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9725                                                    | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4068661 | PA      | $4078873.43    | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                                                    | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1134628 | PA      | $1008500.84    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                                                    | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    840064 | PA      | $803271.45     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424466.59     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2625000 | PA      | $2609330.56    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A3                                            | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $235810.58     | 0.00%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1419372 | NS      | $226134347.04  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2961514.06    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                                                    | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1165096 | PA      | $979123.75     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Digimarc Corp                                                                    | DIGIMARC CORP                                                | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |     11500 | NS      | $151915.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE                                             | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    350000 | PA      | $267950.58     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                                                    | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401141 | PA      | $391756.42     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    349550 | NS      | $23804355.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347543.32     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding PLC                                                 | SENSATA TECHNOLO                                             | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     91628 | NS      | $2758919.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    296132 | NS      | $26480123.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                                          | GOOSEHEAD INSU-A                                             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     15207 | NS      | $1604490.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9799                                                    | CUSIP: 3140QV3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2544159 | PA      | $2557658.54    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356827.25     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                     | DBJPM 2016-C3 A5                                             | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $318412.32     | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                                              | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $828071.87     | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21497500 | PA      | $20717375.93   | 0.04%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $743749.00     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0048                                                    | CUSIP: 3140EUBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119867 | PA      | $115996.96     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                                               | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $677647.01     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A3                                              | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505136.70     | 0.00%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |    103415 | NS      | $7511031.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    580000 | PA      | $587667.75     | 0.00%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905239.55     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1079657.25    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                                               | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101392.40     | 0.00%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    850000 | PA      | $891356.42     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25250000 | PA      | $18956240.30   | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                                                    | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    236517 | PA      | $228483.87     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $274646.85     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $238274.70     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                                                    | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    410069 | PA      | $397653.98     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35292000 | PA      | $35620105.14   | 0.06%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic Bancorp Inc/KY                                                          | REPUBLIC BNCRP-A                                             | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5332 | NS      | $389822.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1061183.67    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                              | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114334.67     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                                                    | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475745 | PA      | $462679.30     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 AS                                            | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $265570.78     | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Four Corners Property Trust Inc                                                  | FOUR CORNERS PRO                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     60445 | NS      | $1626574.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                                                 | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1194547.56    | 0.00%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Investors Title Co                                                               | INVESTORS TITLE                                              | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $160588.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                                                | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475325.77     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391215.21    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1107663.02    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                                                    | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27556 | PA      | $28917.04      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL                                             | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $494268.40     | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                                               | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355576.44     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $988266.05     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLUTION                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    144034 | NS      | $3262370.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253174.11     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     31358 | NS      | $3995949.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                                              | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $252208.46     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230738.38     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allegro MicroSystems Inc                                                         | ALLEGRO MICROSYS                                             | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73057 | NS      | $2497818.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                                        | ESAB CORP                                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     34308 | NS      | $4135829.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $626185.20     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS                                          | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    300000 | PA      | $278045.94     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04832                                                    | CUSIP: 3128M6VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65760 | PA      | $66595.08      | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781481                                                    | CUSIP: 36225BUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5114 | PA      | $5305.57       | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Interparfums Inc                                                                 | INTERPARFUMS INC                                             | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10962 | NS      | $1439420.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                                                    | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162593 | PA      | $160416.55     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   3500000 | PA      | $3017706.25    | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976780.77     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22387000 | PA      | $21861430.25   | 0.04%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1199883.07    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | SITE CENTERS COR                                             | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     38775 | NS      | $438545.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542136.60     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                                               | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300644.85     | 0.00%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1415851.20    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                                | TUTOR PERINI COR                                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     28747 | NS      | $1344784.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                                                  | FIRST INTER/MT-A                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     38425 | NS      | $1107408.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2427621.85    | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    605000 | PA      | $459253.47     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RH                                                                               | RH                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     10117 | NS      | $1912214.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 476745                                                    | CUSIP: 36209NTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23903 | PA      | $24541.82      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                                            | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $487020.61     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4                                             | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974421.80     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                                                    | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1011472 | PA      | $841725.53     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    539000 | PA      | $548271.07     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3110710.91    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514016.03     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685930.55     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $315969.64     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    585000 | PA      | $576579.46     | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396018.01     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calumet Inc                                                                      | CALUMET INC                                                  | CUSIP: 131428104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49286 | NS      | $776500.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                                               | KURA SUSHI USA-A                                             | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4046 | NS      | $348279.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                                                        | GOPRO INC-CL A                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     93976 | NS      | $71168.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285815.05     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1309427.95    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 AS                                           | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $123379.23     | 0.00%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International Inc                                           | HEIDRICK & STRUG                                             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     11672 | NS      | $534110.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $405651.33     | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762295.05     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RMR Group Inc/The                                                                | RMR GROUP-A                                                  | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     10425 | NS      | $170448.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1058914.93    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc                                               | COMPASS MINERALS                                             | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     27293 | NS      | $548316.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                                        | PHIBRO ANIMAL-A                                              | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     11182 | NS      | $285588.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661985                                                    | CUSIP: 36294WNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3869 | PA      | $3981.65       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Redwire Corp                                                                     | REDWIRE CORP                                                 | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34477 | NS      | $561975.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    509000 | PA      | $513054.71     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1114884.64    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    402000 | PA      | $412506.74     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank OZK                                                                         | BANK OZK                                                     | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255151.60     | 0.00%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95825                                                    | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241652 | PA      | $234202.97     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503764.34     | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    625000 | PA      | $602993.44     | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wrap Technologies Inc                                                            | WRAP TECHNOLOGIE                                             | CUSIP: 98212N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21600 | NS      | $33696.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN BL2207                                                    | CUSIP: 3617JENY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80936 | PA      | $78184.99      | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A3                                             | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432738 | PA      | $424104.76     | 0.00%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102180.11     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883814.49     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180171.78     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Friedman Industries Inc                                                          | FRIEDMAN INDTRY                                              | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |      2625 | NS      | $43470.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7796                                                    | CUSIP: 3140QTUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1153910 | PA      | $1211519.14    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                                                    | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231887 | PA      | $212703.14     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244556.11     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                                              | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507721.25     | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                                                    | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37289 | PA      | $36971.81      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H                                             | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379066.22     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2230000 | PA      | $2266858.07    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                                                    | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188669 | PA      | $177189.08     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                                                    | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483189 | PA      | $458465.05     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON24 Inc                                                                         | ON24 INC                                                     | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16973 | NS      | $92163.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    475000 | PA      | $415266.91     | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                                      | MONGODB INC                                                  | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     46944 | NS      | $9857770.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    343000 | PA      | $300587.53     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                                             | ALASKA AIR GROUP                                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     74979 | NS      | $3709960.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355808.80     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1040249.44    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00597                                                    | CUSIP: 31292GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1002 | PA      | $1027.74       | 0.00%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                                                | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    450000 | PA      | $443893.08     | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746855.29     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332811.60     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nextdoor Holdings Inc                                                            | NEXTDOOR HOLDING                                             | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127537 | NS      | $211711.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU                                             | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1079337.75    | 0.00%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                                                    | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1040150 | PA      | $916399.06     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                                                | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    706000 | PA      | $726046.20     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-A                                              | FORDO 2022-A A4                                              | CUSIP: 345286AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48782 | PA      | $48312.43      | 0.00%             | 2027-05-15      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                                             | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243082.80     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                                                    | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274811 | PA      | $253794.61     | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC                                             | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273360.77     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531524.77     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                                                  | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179217.35     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4924                                                    | CUSIP: 3140XLPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4093030 | PA      | $3586879.01    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1345777.94    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                                                    | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    519965 | PA      | $502689.76     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                          | EXTRA SPACE STOR                                             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127727 | NS      | $18832068.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5268                                                    | CUSIP: 31418E2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    653968 | PA      | $672591.05     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861024.90     | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                      | ROLLINS INC                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233782.04     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06010                                                    | CUSIP: 3128M8AK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4396 | PA      | $4451.74       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483894.83     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                                                | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $399664.76     | 0.00%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                                               | VERINT SYSTEMS                                               | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     37743 | NS      | $742404.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    785000 | PA      | $592566.43     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                                                    | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384639 | PA      | $377253.47     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                                                    | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5313332 | PA      | $5333222.42    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                                                    | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $989820.94     | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                            | GSMS 2017-GS8 A3                                             | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194509.04     | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3188                                                    | CUSIP: 3132DQRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1128244 | PA      | $1155038.70    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342260.24     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    350000 | PA      | $236788.99     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                                                    | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88528 | PA      | $83354.42      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $267833.00     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1538620.91    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                                                      | PROGYNY INC                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46292 | NS      | $1018424.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                                         | SOUTHSIDE BAN IN                                             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     16711 | NS      | $491804.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                                                    | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309289 | PA      | $285676.74     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1920000 | PA      | $1912561.92    | 0.00%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3                                             | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $391765.20     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                                                    | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    839767 | PA      | $781051.92     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                                              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510928.60     | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394274.76     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4457                                                    | CUSIP: 3140X75T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    923574 | PA      | $891086.62     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 A5                                            | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532558.45     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371697.89     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    429000 | PA      | $436899.62     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01736                                                    | CUSIP: 31292H4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13073 | PA      | $13921.11      | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1081695.00    | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $361992.40     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $859368.54     | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mayville Engineering Co Inc                                                      | MAYVILLE ENGINEE                                             | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |      8494 | NS      | $135564.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449494                                                    | CUSIP: 36208FKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       364 | PA      | $368.31        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                                                     | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405400.63    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                                                    | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    892471 | PA      | $798518.69     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $465425.87     | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Simulations Plus Inc                                                             | SIMULATIONS PLUS                                             | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10335 | NS      | $180345.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                                                         | SEVEN HILLS REAL                                             | CUSIP: 81784E101<br>LEI: 549300ESBDZ3SA3OEX38 | Long             | EC               | CORP              | US        |      5409 | NS      | $65286.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA                                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     25775 | NS      | $1023783.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                                                 | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501402.92     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    421000 | PA      | $433061.28     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4                                            | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $253284.35     | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266142.23     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |   1134117 | NS      | $37006237.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514315.14     | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL                                             | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $600419.22     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313509                                                    | CUSIP: 31374GGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $66.02         | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Select Water Solutions Inc                                                       | SELECT WATER SOL                                             | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     54237 | NS      | $468607.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                                                  | FUTUREFUEL CORP                                              | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     16400 | NS      | $63632.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 A5                                            | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $869222.97     | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                                                    | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114486 | PA      | $115814.35     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $788208.70     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8651                                                    | CUSIP: 36179XTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243907 | PA      | $252913.16     | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                                                  | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97856.56      | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                                                 | HAEMONETICS CORP                                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     27873 | NS      | $2079604.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                                      | CENTERSPACE                                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     10400 | NS      | $625976.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                                     | BREAD FINANCIAL                                              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     27702 | NS      | $1582338.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535884.86    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                                                    | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378679 | PA      | $347759.86     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                                                | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2358000 | PA      | $2281057.86    | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273608.66     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144091.41     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                                                    | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37982 | PA      | $37591.44      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kelly Services Inc                                                               | KELLY SERVICES-A                                             | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     23000 | NS      | $269330.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                                               | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551201 | PA      | $555616.29     | 0.00%             | 2035-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    190200 | NS      | $100290558.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A5                                             | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $703301.55     | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                                                    | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253183 | PA      | $237833.68     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444097.00     | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50810000 | PA      | $50549995.58   | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Latham Group Inc                                                                 | LATHAM GROUP INC                                             | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20462 | NS      | $130547.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                                                    | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159588 | PA      | $154364.34     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Well Corp                                                               | AMERICAN WELL -A                                             | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8536 | NS      | $75885.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256570.81     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                                                    | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2051524 | PA      | $1912648.45    | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217866.68     | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                        | CARPENTER TECH                                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     28554 | NS      | $7891754.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    253000 | PA      | $236759.90     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1238738.02    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    875000 | PA      | $664862.04     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                                              | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1061623.41    | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493132.24     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0855                                                    | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40307 | PA      | $40826.64      | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia National Bankshares Corp                                                | VIRGINIA NATIONA                                             | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |      2852 | NS      | $105524.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                                              | BANK OF HAWAII                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     24123 | NS      | $1629026.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482713.63     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160714.38     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC CORP                                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    103972 | NS      | $21766538.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                                               | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $707931.53     | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                                                     | PLYMOUTH INDUSTR                                             | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25118 | NS      | $403395.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                                        | AXIS CAPITAL                                                 | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | US        |     45788 | NS      | $4753710.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                                            | DELEK US HOLDING                                             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     39494 | NS      | $836482.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13714000 | PA      | $10502459.73   | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1                                         | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $450141.44     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    675000 | PA      | $520232.13     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                                  | MATCH GROUP INC                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    146155 | NS      | $4514727.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317078.36     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430405.61     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21797000 | PA      | $18737757.05   | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255893.12     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1805807.63    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                                                | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418233.35     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388753.93     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Moelis & Co                                                                      | MOELIS & CO-CL A                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     43210 | NS      | $2692847.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                                                     | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8059 | PA      | $8204.34       | 0.00%             | 2041-05-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1421087.61    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EverQuote Inc                                                                    | EVERQUOTE INC-A                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15668 | NS      | $378852.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                                                    | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343004 | PA      | $326297.93     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40900000 | PA      | $41267460.73   | 0.07%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2361489.42    | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1328776.74    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                                                    | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    852196 | PA      | $782925.94     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                                                    | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    618781 | PA      | $571384.30     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                                                | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1131024.82    | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2005000 | PA      | $2034924.28    | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738535                                                    | CUSIP: 3620ASPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119507 | PA      | $115503.41     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402630.31     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                                                   | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $406947.55     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    575000 | PA      | $545058.58     | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                                                    | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8169 | PA      | $8107.20       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3322071.40    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                                                 | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3425000 | PA      | $3422827.52    | 0.01%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    336000 | PA      | $339432.59     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                                                 | NEXPOINT REAL ES                                             | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4115 | NS      | $56745.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                                                    | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1085179 | PA      | $1041472.03    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1456633.15    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                                              | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $926528.18     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225134.80     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    680000 | PA      | $495400.79     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Radius Recycling Inc                                                             | RADIUS RECYCLING                                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     13535 | NS      | $401854.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                                                  | NAPCO SECURITY                                               | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     20789 | NS      | $617225.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERFT3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    744000 | PA      | $751442.23     | 0.00%             | 2026-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                                                    | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189549 | PA      | $179435.41     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                                                    | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2114766 | PA      | $1939672.67    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18659                                                    | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    498646 | PA      | $484286.46     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007000.02    | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A5                                            | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1381107.89    | 0.00%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                                                 | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273161.92     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                             | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $920445.09     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      7184 | NS      | $14349034.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503175.23     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                                                    | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48477 | PA      | $48100.21      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $218128.82     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466753.25     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $580133.15     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    625000 | PA      | $492155.69     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517471.82     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-1 A                                               | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1256451.13    | 0.00%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8053                                                    | CUSIP: 3140XP5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1808559 | PA      | $1788766.87    | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $3176163.89    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                                                    | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2558164 | PA      | $2460802.61    | 0.00%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    471000 | PA      | $479758.92     | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                                             | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1666383.52    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     67348 | NS      | $12097721.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612419.33     | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Innoviva Inc                                                                     | INNOVIVA INC                                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     32910 | NS      | $661161.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                                                    | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239614 | PA      | $220796.99     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610927.27     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195059.84     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                                                    | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    401139 | PA      | $387997.60     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                                                    | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3423409 | PA      | $3056267.80    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310538.36     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV                                         | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $205187.25     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1551                                                    | CUSIP: 3140Q8WM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1120640 | PA      | $1058746.57    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5139                                                      | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192567 | PA      | $185583.88     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                            | RIVIAN AUTOMOT-A                                             | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |    522130 | NS      | $7174066.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A4                                              | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25308.38      | 0.00%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    885000 | PA      | $831329.20     | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605075.53     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A3                                             | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60300.52      | 0.00%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   2100000 | PA      | $2123445.97    | 0.00%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80399                                                    | CUSIP: 31335GNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $22.95         | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Services Corp                                               | ENTERPRISE FINAN                                             | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     22547 | NS      | $1242339.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631220                                                    | CUSIP: 36291LG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16178 | PA      | $16340.83      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811022.19     | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $651273.04     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3203746.62    | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                                                    | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289012 | PA      | $286174.74     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                                                    | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    613152 | PA      | $593774.66     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $275515.04     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                      | GODADDY INC-A                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     85792 | NS      | $15447707.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                                                    | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4728673 | PA      | $3950239.39    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                                                    | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6202342 | PA      | $6241168.93    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                                                    | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450843 | PA      | $401147.87     | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3107                                                    | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64970 | PA      | $63857.24      | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Community Trust Bancorp Inc                                                      | COMMUNI TRUST BA                                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9586 | NS      | $507291.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                                                | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1802156.74    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396553.68     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A3                                               | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200750.90     | 0.00%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMREP Corp                                                                       | AMREP CORP                                                   | CUSIP: 032159105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2786 | NS      | $58310.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1450129.88    | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101939.32     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                                                    | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524046 | PA      | $512220.44     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318557.87     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                                                 | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    415000 | PA      | $405465.12     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0203                                                    | CUSIP: 3618N5GM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1566789 | PA      | $1499447.17    | 0.00%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                                                    | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20050325 | PA      | $15985831.61   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                                         | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $371278.95     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4722                                                    | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    323864 | PA      | $326069.63     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meridian Corp                                                                    | MERIDIAN CORP                                                | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21354 | NS      | $275253.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9643                                                    | CUSIP: 3140QVWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600258 | PA      | $1582120.20    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS                                             | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101078.93     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stitch Fix Inc                                                                   | STITCH FIX INC-A                                             | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     59923 | NS      | $221715.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA                                             | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $683888.96     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178979.19     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521683.88    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7986                                                    | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3996386 | PA      | $3258975.54    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |    156995 | NS      | $29314106.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $675992.47     | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50443000 | PA      | $49938570.00   | 0.09%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1610433.46    | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2008334.70    | 0.00%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259194.27     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Papa John's International Inc                                                    | PAPA JOHN'S INTL                                             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     19817 | NS      | $969843.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                                         | CELLDEX THERAPEU                                             | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     40980 | NS      | $833943.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 7/25                                                  | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2230976.40    | 0.00%             | 2025-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                                               | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233791.87     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8925                                                    | CUSIP: 3140XQ4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    648786 | PA      | $661247.12     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15141000 | PA      | $14722848.13   | 0.03%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935553.45     | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    958000 | PA      | $898702.78     | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471179.86     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511313.17     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86967                                                    | CUSIP: 312933W42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30126 | PA      | $29905.18      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A3                                              | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303896.73     | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp                                                    | STARZ ENTERTAINM                                             | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      8186 | NS      | $131549.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1416737.08    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999968.60     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                                                    | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1389475 | PA      | $1461124.87    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                                               | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1143491.85    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                                                              | CENTRUS ENERGY-A                                             | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      8989 | NS      | $1646605.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                                                    | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2252 | PA      | $2337.79       | 0.00%             | 2041-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    770000 | PA      | $768858.35     | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                                                    | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3331164 | PA      | $3151346.04    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                                                    | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    907478 | PA      | $856837.65     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                                               | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8740000 | PA      | $8005796.76    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                      | PEDIATRIX MEDICA                                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55346 | NS      | $794215.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A3                                                | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201011.04     | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                                                      | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    888557 | PA      | $855976.50     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    875000 | PA      | $676379.07     | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                                             | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338206.54     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934145.45     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                         | TURNING POINT BR                                             | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      9243 | NS      | $700342.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                                                    | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3272816 | PA      | $3272794.81    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9906                                                    | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5420243 | PA      | $5428766.28    | 0.01%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                                                  | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $906365.27     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $862281.53     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                                                    | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449178 | PA      | $428861.40     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                                                      | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    871315 | PA      | $862169.60     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1371617.20    | 0.00%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Pure Cycle Corp                                                                  | PURE CYCLE CORP                                              | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12111 | NS      | $129829.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                                                    | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83806 | PA      | $77565.44      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                                                    | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    631691 | PA      | $596835.37     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393247.81     | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                                                    | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7534706 | PA      | $6144406.77    | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496978.78     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                                              | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $799414.86     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                                                    | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1473740 | PA      | $1537530.30    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                                     | BIOCRYST PHARM                                               | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    129109 | NS      | $1156816.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                                                    | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1081503 | PA      | $999677.42     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4616                                                    | CUSIP: 3132DSDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2003297 | PA      | $2106599.11    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147657.67     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1251161.84    | 0.00%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                      | SYSTEM ENG RES                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345988.94     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255899                                                    | CUSIP: 31371MGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31097 | PA      | $32116.91      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $1903248.70    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514514.57     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1042742.37    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                                                    | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3288163 | PA      | $3162762.33    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391445.67     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                                                    | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2622 | PA      | $2675.24       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32011000 | PA      | $32473658.82   | 0.06%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                                                    | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47491 | PA      | $46576.58      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A4                                              | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50766.10      | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| M-Tron Industries Inc                                                            | M-TRON INDUS                                                 | CUSIP: 55380K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $66402.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                                                    | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3969 | PA      | $4110.33       | 0.00%             | 2040-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533339.24     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    370000 | PA      | $248470.75     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                                                            | ENVISTA HOLDINGS                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    106806 | NS      | $2086989.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                                                    | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76394 | PA      | $78578.09      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duolingo Inc                                                                     | DUOLINGO                                                     | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22606 | NS      | $9268912.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                                                    | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8784438 | PA      | $7922161.61    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2049939.09    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2019-A3 A3                                             | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1269677.11    | 0.00%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 B                                               | CUSIP: 09660SAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $627175.38     | 0.00%             | 2057-05-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5                                             | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1072838.57    | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5386                                                    | CUSIP: 3132DS6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    847272 | PA      | $868577.15     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 A3                                              | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145723 | PA      | $146127.10     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K760 A2                                                 | CUSIP: 3137HKDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $252834.18     | 0.00%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $286909.94     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                                                    | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    583135 | PA      | $560180.38     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    775000 | PA      | $791918.29     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477164.68     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9780                                                    | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9126714 | PA      | $9272479.38    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH                                        | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    256165 | PA      | $255517.96     | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4183                                                    | CUSIP: 31418DUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2529097 | PA      | $2114337.89    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                                                    | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    769840 | PA      | $710872.59     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    952000 | PA      | $947968.85     | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncternal Therapeutics Inc                                                       | GTX INC CVR                                                  | CUSIP: N/A<br>LEI: 549300QZ85LIXQ8O7P72       | Long             | EC               | CORP              | US        |      2749 | NS      | $2817.73       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Essential Utilities Inc                                                          | AQUA AMERICA INC                                             | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1235990.12    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                                                | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534779.71     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    785000 | PA      | $643119.61     | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc                                                         | WOLVERINE WORLD                                              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     45920 | NS      | $830233.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411140.88     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                                                | U-HAUL HOLDING C                                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      3553 | NS      | $215169.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                                                      | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57613 | PA      | $58372.97      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                                              | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $166941.25     | 0.00%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                                                    | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2489124 | PA      | $2454105.60    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                                                | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    684000 | PA      | $665716.92     | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN                                             | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351433.58     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Zenas Biopharma Inc                                                              | ZENAS BIOPHARMA                                              | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12782 | NS      | $123857.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR QE5161                                                    | CUSIP: 3133BEWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117703 | PA      | $93291.13      | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS                                            | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $143385.87     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1351708.68    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 A4                                             | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $782543.84     | 0.00%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                                                    | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1543707 | PA      | $1390730.21    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930922                                                    | CUSIP: 31412PG70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53414 | PA      | $52959.35      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                                                    | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    401171 | PA      | $366132.63     | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                   | NALT 2023-B A4                                               | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50158.34      | 0.00%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Light & Wonder Inc                                                               | LIGHT & WONDER I                                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     51453 | NS      | $4952865.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1653990.89    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    925000 | PA      | $856477.00     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00716                                                    | CUSIP: 31292GYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2702 | PA      | $2754.19       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                                              | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $297295.25     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                                                    | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12627 | PA      | $12776.67      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3525000 | PA      | $3540281.84    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS                                            | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $254115.73     | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461633.82     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7721                                                    | CUSIP: 3140XBSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1721553 | PA      | $1447296.48    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196643.34     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                                                    | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143521 | PA      | $139605.04     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                                                    | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1756517 | PA      | $1532167.10    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                                                    | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187612 | PA      | $182459.02     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496795.60     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59270                                                    | CUSIP: 3128KNJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4169 | PA      | $4323.50       | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hut 8 Corp                                                                       | HUT 8 CORP                                                   | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     51802 | NS      | $963517.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                                             | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152779.97     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I                                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     73025 | NS      | $3759327.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $304933.76     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 AS                                            | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $319353.78     | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00495                                                    | CUSIP: 31292GRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        90 | PA      | $95.14         | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1735432.22    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   4357248 | NS      | $126098757.12  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $723890.99     | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Newpark Resources Inc                                                            | NPK INTERNATIONA                                             | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     43054 | NS      | $366389.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                                                    | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97294 | PA      | $95134.97      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    715000 | PA      | $603313.86     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814902.76     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440756.45     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5341                                                    | CUSIP: 31418E5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    489349 | PA      | $455058.02     | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01771                                                    | CUSIP: 31283H6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57938 | PA      | $59818.90      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225069.02     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ranger Energy Services Inc                                                       | RANGER ENERGY A                                              | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      9800 | NS      | $117012.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253019.85     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                                    | FRONTDOOR INC                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     44315 | NS      | $2611926.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $906342.27     | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I                                             | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    475000 | PA      | $487606.22     | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1366                                                    | CUSIP: 31416WQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1267 | PA      | $1263.31       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2684300.22    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602297.27    | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452965.97     | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    675000 | PA      | $572833.29     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876659.46     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                                                    | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    744219 | PA      | $597541.03     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573830.71     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2076                                                    | CUSIP: 3132DPJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374370 | PA      | $298947.52     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7151000 | PA      | $4823615.08    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508115.58     | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                                                    | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770124 | PA      | $705556.89     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021723.00    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250410                                                    | CUSIP: 31371FDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.30         | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB                                        | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $306714.57     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                                                    | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46534 | PA      | $46151.10      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                                         | UNITED THERAPEUT                                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     27186 | NS      | $7811897.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1061904.40    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                                                    | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359092 | PA      | $356296.11     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $717030.20     | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                                                    | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3211641 | PA      | $2735007.09    | 0.00%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $554195.68     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    416000 | PA      | $417252.39     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    815000 | PA      | $636096.64     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44452                                                    | CUSIP: 3132WH5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180386 | PA      | $160540.56     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $304028.37     | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAPT Therapeutics Inc                                                            | RAPT THERAPEUTIC                                             | CUSIP: 75382E208<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      2748 | NS      | $21984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    675000 | PA      | $562389.07     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                               | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1322023.24    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK                                             | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1081832.73    | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293560.23     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513003.51     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Superior Group of Cos Inc                                                        | SUPERIOR GROUP O                                             | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      8001 | NS      | $82410.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6536000 | PA      | $6270406.00    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Savara Inc                                                                       | SAVARA INC                                                   | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |    102185 | NS      | $232981.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                                              | ALLIANT ENERGY                                               | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    154918 | NS      | $9367891.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A3                                            | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265822 | PA      | $260397.39     | 0.00%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| 1st Source Corp                                                                  | 1ST SOURCE CORP                                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11914 | NS      | $739501.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                   | NALT 2023-B A3                                               | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31957 | PA      | $31998.35      | 0.00%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03812                                                    | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105252 | PA      | $109153.46     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1816269.49    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                                                    | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1674667 | PA      | $1679393.44    | 0.00%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243420.69     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CBL & Associates Properties Inc                                                  | CBL & ASSOC PROP                                             | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     10853 | NS      | $275557.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93990                                                    | CUSIP: 312942NF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1003013 | PA      | $972622.04     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4                                            | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $585280.32     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co                                                              | CENTURY ALUMINUM                                             | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     30544 | NS      | $550402.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $445095.98     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                                                 | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $378044.16     | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $397982.14     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    325973 | NS      | $91014921.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                                                    | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98669 | PA      | $95311.90      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1050000 | PA      | $1091606.22    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016951.08    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                                                  | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2100000 | PA      | $2073515.35    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1225222.23    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    328000 | PA      | $330468.96     | 0.00%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    650000 | PA      | $673003.54     | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                                        | HALOZYME THERAPE                                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     75347 | NS      | $3919550.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02897                                                    | CUSIP: 31294MGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34 | PA      | $33.58         | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP                                             | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505288.70     | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $429223.56     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |    166844 | NS      | $18497994.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                                             | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301556.16     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5487                                                    | CUSIP: 31419GCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4945 | PA      | $4923.63       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| One Liberty Properties Inc                                                       | ONE LIBERTY PROP                                             | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      9388 | NS      | $223997.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721009.77     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                                                    | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247436 | PA      | $245341.28     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $311343.06     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lucid Diagnostics Inc                                                            | LUCID DIAGNOSTIC                                             | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196920 | NS      | $226458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256261.59     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I                                             | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $198984.07     | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90890000 | PA      | $91198884.21   | 0.16%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43490000 | PA      | $40177284.94   | 0.07%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                                               | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $62449.76      | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    645000 | PA      | $406079.73     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808274                                                    | CUSIP: 31406E6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14842 | PA      | $15333.37      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1675000 | PA      | $1646980.44    | 0.00%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1282877.06    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                                               | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1069438 | PA      | $949798.35     | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5                                            | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $315281.91     | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                                                    | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11821215 | PA      | $10059462.62   | 0.02%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sage Therapeutics Inc                                                            | SAGE THERAPEUTIC                                             | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     36148 | NS      | $329669.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                                                    | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215810 | PA      | $210557.74     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506207.92     | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                                                   | PERRIGO CO PLC                                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |     84597 | NS      | $2260431.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652188                                                    | CUSIP: 36292LRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15880 | PA      | $16040.28      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03432                                                    | CUSIP: 3128M5ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29409 | PA      | $30460.91      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15678                                                    | CUSIP: 31296QJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4012 | PA      | $4279.66       | 0.00%             | 2033-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    319908 | NS      | $14981291.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2986509.25    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Citizens Inc/TX                                                                  | CITIZENS INC                                                 | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |     31480 | NS      | $109865.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    896000 | PA      | $875306.84     | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $776978.57     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08068                                                    | CUSIP: 3128MJCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54653 | PA      | $56515.33      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                                                    | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488174 | PA      | $445137.07     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745950                                                    | CUSIP: 31403DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70473 | PA      | $74009.55      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                                              | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1253644.76    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                       | NAROT 2024-A A3                                              | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1011410.80    | 0.00%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 AS                                              | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $530344.70     | 0.00%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1399533.77    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                             | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $607568.57     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445158.00     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                                                | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    820000 | PA      | $859285.39     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141875.70     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $365392.58     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71410                                                    | CUSIP: 3128L4R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6974 | PA      | $7366.82       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198955.26     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                  | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278367.44     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40521000 | PA      | $40617553.84   | 0.07%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1422665.12    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| indie Semiconductor Inc                                                          | INDIE SEMICOND-A                                             | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     96702 | NS      | $344259.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RJ2694                                                    | CUSIP: 3142GS7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1330207 | PA      | $1337264.48    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758987.61     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $705094.68     | 0.00%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $972313.49     | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                                                    | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61236 | PA      | $60525.46      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622278                                                    | CUSIP: 36291AJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3213 | PA      | $3243.59       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                                                    | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1390984 | PA      | $1115096.97    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4652                                                    | CUSIP: 31418EE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66027 | PA      | $54889.72      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A4                                               | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81643.85      | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    375000 | PA      | $355082.20     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                                                    | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2088313 | PA      | $2081773.59    | 0.00%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                                                    | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1664825 | PA      | $1456868.74    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4922                                                    | CUSIP: 3140QQPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    497242 | PA      | $510876.67     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863CE6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1100000 | PA      | $851859.90     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552169                                                    | CUSIP: 36213EMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1875 | PA      | $1938.46       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $493244.77     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                                                    | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    371824 | PA      | $357935.80     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1302497 | PA      | $1179137.83    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647611.58     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $830205.91     | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Kopin Corp                                                                       | KOPIN CORP                                                   | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |     64443 | NS      | $98597.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6209000 | PA      | $5363114.09    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATIONAL HEALTH                                              | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288534.91     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37057500 | PA      | $37559802.92   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594821.18     | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX6696                                                    | CUSIP: 31426CNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2204449 | PA      | $2276617.82    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                                                      | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $631490.17     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Cohen & Steers Inc                                                               | COHEN & STEERS                                               | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     17492 | NS      | $1318022.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                                                    | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1398047 | PA      | $1216861.33    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3690                                                    | CUSIP: 3133KKC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2835316 | PA      | $2280934.64    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08738                                                    | CUSIP: 3128MJZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    339665 | PA      | $313521.02     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     30724 | NS      | $6586303.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529174.91    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                                              | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1109712.68    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    860000 | PA      | $647201.82     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204447.24     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                                                    | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91376 | PA      | $89354.77      | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54550000 | PA      | $50573816.13   | 0.09%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                                                      | COGNEX CORP                                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     99934 | NS      | $3169906.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                                          | AXSOME THERAPEUT                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     23827 | NS      | $2487300.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752151.75     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1514517.78    | 0.00%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                                              | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287846.01     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| First Community Corp/SC                                                          | FIRST COMTY CORP                                             | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |      4821 | NS      | $117535.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1709261.22    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                                                    | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    625000 | PA      | $495915.53     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2                                            | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $485626.95     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05852                                                    | CUSIP: 3128M7ZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41272 | PA      | $42758.30      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $594133.86     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1420749.10    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237401.55     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INNOVATE Corp                                                                    | INNOVATE CORP                                                | CUSIP: 45784J303<br>LEI: 549300S6O246JWQQ1K58 | Long             | EC               | CORP              | US        |      4105 | NS      | $21140.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9366                                                    | CUSIP: 36179YMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    346111 | PA      | $357947.04     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466147.98     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                                                    | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4528 | PA      | $4496.38       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2076                                                    | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67178 | PA      | $68068.63      | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Custom Truck One Source Inc                                                      | CUSTOM TRUCK ONE                                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42875 | NS      | $211802.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                                             | ORIGIN MATERIALS                                             | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     68704 | NS      | $33197.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EART 2022-1A D                                               | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118123 | PA      | $117038.44     | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $877694.66     | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00669                                                    | CUSIP: 31283GW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $106.47        | 0.00%             | 2027-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198276.16     | 0.00%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1751122.89    | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $503759.67     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Immunome Inc                                                                     | IMMUNOME INC                                                 | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42622 | NS      | $396384.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $367968.63     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5106                                                    | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4148900 | PA      | $4076268.67    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westrock Coffee Co                                                               | WESTROCK COFFEE                                              | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36270 | NS      | $207827.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RA7771                                                    | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332671 | PA      | $311386.77     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6973                                                    | CUSIP: 3138A8XB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10961 | PA      | $10899.12      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A4                                             | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252768.05     | 0.00%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4450000 | PA      | $3903998.60    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Xponential Fitness Inc                                                           | XPONENTIAL FIT-A                                             | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14880 | NS      | $111451.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                                                    | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35601 | PA      | $37556.88      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1044000 | PA      | $1050758.32    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 AS                                            | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77731.10      | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                                                    | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1589395 | PA      | $1424623.27    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amedisys Inc                                                                     | AMEDISYS INC                                                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     19653 | NS      | $1933658.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                                              | CURIOSITYSTREAM                                              | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |     20600 | NS      | $115978.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2023-A1 A1                                             | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $928956.50     | 0.00%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                                                    | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4646144 | PA      | $4354688.17    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1704000 | PA      | $1751134.46    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     49342 | NS      | $1872528.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688026.57     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7396                                                    | CUSIP: 3140QFGE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    696998 | PA      | $639253.47     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0046                                                    | CUSIP: 3132ACBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    729701 | PA      | $693503.96     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    710000 | PA      | $733484.02     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   1070074 | NS      | $198627135.88  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC                                             | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423461.30     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239632.82    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                                                    | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165276 | PA      | $163738.88     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                                                 | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    404765 | NS      | $53845887.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $287854.32     | 0.00%             | 2173-08-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                                                    | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    618469 | PA      | $564094.03     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                                                    | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1273 | PA      | $1338.50       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                                      | BERKSHIRE HILLS                                              | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     26734 | NS      | $669419.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    487000 | PA      | $477774.75     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1057824.02    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    324000 | PA      | $311117.01     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                                        | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $322274.35     | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8150                                                    | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12377170 | PA      | $9856533.11    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1stdibs.com Inc                                                                  | 1STDIBS.COM INC                                              | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23800 | NS      | $65450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                                                 | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $396202.23     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167635.38     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A4                                              | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1533896.25    | 0.00%             | 2031-12-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                                               | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510103 | PA      | $496804.82     | 0.00%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    775000 | PA      | $612935.18     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inseego Corp                                                                     | INSEEGO CORP                                                 | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     35459 | NS      | $292182.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae II Pool                                                               | G2 MA6658                                                    | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    195216 | PA      | $183468.65     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                                                    | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5427826 | PA      | $4559741.07    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| O-I Glass Inc                                                                    | O-I GLASS INC                                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96432 | NS      | $1421407.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp Inc/NY                                                           | HANOVER BANCORP                                              | CUSIP: 410710206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3902 | NS      | $89316.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                                                    | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    906800 | PA      | $824992.10     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arbutus Biopharma Corp                                                           | ARBUTUS BIOPHARM                                             | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |     80372 | NS      | $248349.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1754                                                    | CUSIP: 3140X45Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261904 | PA      | $242088.59     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5655                                                    | CUSIP: 3140XMH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1316142 | PA      | $1300093.76    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01797                                                    | CUSIP: 31292H7J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9485 | PA      | $9777.86       | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524994.47     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                                                    | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1612696.56    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1213278.97    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP-A                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |    100115 | NS      | $20332355.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60679000 | PA      | $56488356.56   | 0.10%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 481620                                                    | CUSIP: 36209UAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4883 | PA      | $5013.05       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 A3                                           | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $264956.43     | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581298.36     | 0.00%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3650000 | PA      | $3616544.88    | 0.01%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $928519.52     | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232787.79     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $2292677.21    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 7/25                                                  | CUSIP: 21H060671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2450000 | PA      | $-2484305.88   | -0.00%            | 2025-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                                               | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1313233.83    | 0.00%             | 2040-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $802388.24     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Absci Corp                                                                       | ABSCI CORP                                                   | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51403 | NS      | $132105.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Haleon US Capital LLC                                                            | GSK CONSUMER                                                 | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $328233.71     | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1461749.09    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9120                                                    | CUSIP: 3140XRD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604030 | PA      | $634752.44     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                                                    | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    353708 | PA      | $343596.90     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                                                    | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1264039 | PA      | $1291194.57    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80804                                                    | CUSIP: 3132L53M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250441 | PA      | $264044.08     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448419.54     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                                               | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3249680.57    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0363                                                    | CUSIP: 3618N5MM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3893952 | PA      | $3619160.43    | 0.01%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CSAIL 2017-CX9 A5                                            | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241440.78     | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $655538.18     | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933277.24     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    278000 | PA      | $284691.40     | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $806703.70     | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                                                    | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196135 | PA      | $196565.84     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                                                    | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    631263 | PA      | $596398.19     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262702.78     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                                                    | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    817555 | PA      | $773496.07     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hennessy Advisors Inc                                                            | HENNESSY ADVISOR                                             | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |     20434 | NS      | $257468.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    750000 | PA      | $439157.02     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA                                             | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202210.36     | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                                              | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    725000 | PA      | $678180.19     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Biosciences of California Inc                                            | PACIFIC BIOSCIEN                                             | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    155563 | NS      | $192898.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings Inc                                                               | MATIV INC                                                    | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     35261 | NS      | $240480.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $242423.13     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                                    | OLD DOMINION FRT                                             | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |    114682 | NS      | $18612888.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2914565.56    | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     83937 | NS      | $10182397.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $363954.74     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   9042552 | NS      | $1855260393.84 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                                                    | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336169.72     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    622000 | PA      | $489560.13     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $2149396.56    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318507.92     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322577.73     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    545000 | PA      | $399608.08     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1166803.52    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REX American Resources Corp                                                      | REX AMERICAN RES                                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9680 | NS      | $471512.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP                                             | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406436.30     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2100000 | PA      | $2170551.95    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Parsons Corp                                                                     | PARSONS CORP                                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     33112 | NS      | $2376448.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                                                    | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299783.54     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS I                                             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    292334 | NS      | $5984076.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $346999.95     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                                                    | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8984 | PA      | $9349.53       | 0.00%             | 2039-08-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                                                    | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52867 | PA      | $54618.40      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENZ Therapeutics Inc                                                            | LENZ THERAPEUTIC                                             | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15893 | NS      | $465823.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    900000 | PA      | $839670.34     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2224679.40    | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522234.56     | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SJW Group                                                                        | H2O AMERICA                                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18327 | NS      | $952454.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402224.17     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704891.58     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1001128.08    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC-A                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |    181932 | NS      | $40710923.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                                                    | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172271 | PA      | $167540.28     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1516708.26    | 0.00%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                                                    | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    824946 | PA      | $768896.26     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                                                    | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186124 | PA      | $169668.75     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5183792.10    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36735000 | PA      | $37684943.96   | 0.06%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                                                    | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    425000 | PA      | $440809.00     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                                                    | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1624889 | PA      | $1539208.03    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    950000 | PA      | $963885.04     | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204887.88     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4                                             | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $783572.72     | 0.00%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $825698.26     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102524.84     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    219000 | PA      | $222249.44     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552446.78     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    260650 | NS      | $21665228.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $1950834.41    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                              | DRIVE 2021-2 D                                               | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100340 | PA      | $99564.96      | 0.00%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247053.77     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                          | LULULEMON ATH                                                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     66014 | NS      | $15683606.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8534                                                    | CUSIP: 3132DWPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1867392 | PA      | $1898464.97    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                                             | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296840.30     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bakkt Holdings Inc                                                               | BAKKT HOLDINGS I                                             | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $20143.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Jabil Inc                                                                        | JABIL INC                                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     61347 | NS      | $13379780.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2126232.14    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                                                    | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250099.99    | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LINKBANCORP Inc                                                                  | LINKBANCORP INC                                              | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16648 | NS      | $121696.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                                                    | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2167048 | PA      | $2047957.00    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | EVERGY MISSOURI                                              | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408958.45     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1283860.26    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG                                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    500000 | PA      | $339323.40     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY                                             | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $755354.34     | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711184.41     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0627                                                    | CUSIP: 3132CWVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214848 | PA      | $201610.84     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                                                    | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    718539 | PA      | $653533.25     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    780000 | PA      | $780822.90     | 0.00%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                                                 | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $497216.85     | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nautilus Biotechnology Inc                                                       | NAUTILUS BIOTECH                                             | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $12758.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                                             | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305629.11     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                                                    | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    607000 | PA      | $599059.08     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                                              | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $257440.00     | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                                                    | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1473715 | PA      | $1289630.51    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $971154.11     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Motorcar Parts of America Inc                                                    | MOTORCAR PARTS                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     13428 | NS      | $150393.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1684437.01    | 0.00%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP INDUSTRIAL T                                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    171078 | NS      | $1413104.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                                       | BRIXMOR PROPERTY                                             | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    184054 | NS      | $4792766.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                                                    | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1276174 | PA      | $1307179.70    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2225000 | PA      | $2276259.19    | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741730.93     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1037607.73    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                                                    | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7770884 | PA      | $7673840.08    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CV2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504805.39     | 0.00%             | 2026-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                                                 | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $484571.34     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    493000 | PA      | $504741.27     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                                                    | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356475 | PA      | $353388.17     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1980000 | PA      | $1918918.70    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                                                    | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    844663 | PA      | $707990.54     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179801.92     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BRT Apartments Corp                                                              | BRT APARTMENTS C                                             | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5582 | NS      | $87302.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                                          | ARAMARK                                                      | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    158793 | NS      | $6648662.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456541.38     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228527.41     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1248787.25    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                                                    | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83929 | PA      | $84993.77      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                                                         | BLUEPRINT MEDICI                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     39187 | NS      | $5022989.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                                                    | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61101 | PA      | $61718.22      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203085.30     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A74793                                                    | CUSIP: 3128L8KE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71011 | PA      | $71910.68      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 412531                                                    | CUSIP: 36206JHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        85 | PA      | $85.14         | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                                                    | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92841 | PA      | $89913.63      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47379000 | PA      | $38674959.37   | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $832939.38     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5267                                                    | CUSIP: 3140XLZ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639518 | PA      | $649306.73     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5                                             | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $385531.28     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511538.44     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513566.11     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                                                    | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    466401 | PA      | $454029.00     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A3                                              | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154488 | PA      | $154928.24     | 0.00%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Triumph Financial Inc                                                            | TRIUMPH FINANCIA                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     13594 | NS      | $749165.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano International Finance BV                                                  | SUZANO INTL FINA                                             | CUSIP: 31572UAF3<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |   1173000 | PA      | $1185826.21    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprinklr Inc                                                                     | SPRINKLR INC-A                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     63729 | NS      | $539147.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                                               | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $870538.59     | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                                                    | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411993 | PA      | $365584.55     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                                                    | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    721161 | PA      | $684974.04     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35760                                                    | CUSIP: 31297RMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68162 | PA      | $69028.06      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                                             | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $878580.85     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387115.83     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                          | CSAIL 2017-C8 A4                                             | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $778627.28     | 0.00%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4                                            | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $213811.10     | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264339.04     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1011745.52    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429025.71     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736304.22     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                                                    | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    284711 | PA      | $281968.84     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $2270942.00    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601475.51     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK                                             | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1443398.94    | 0.00%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8147                                                    | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    667815 | PA      | $568183.73     | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR                                          | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306594.57     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2716167.25    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1073362.86    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445537.97    | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04222                                                    | CUSIP: 3128M6AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32083 | PA      | $33238.93      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS                                            | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $62591.56      | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Aptiv Holdings Ltd                                                               | APTIV PLC                                                    | CUSIP: G3265R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128289 | NS      | $8751875.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    425000 | PA      | $471073.34     | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                                              | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1348920.07    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sweetgreen Inc                                                                   | SWEETGREEN INC-A                                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57147 | NS      | $850347.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    990000 | PA      | $671432.02     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Larimar Therapeutics Inc                                                         | LARIMAR THERAPEU                                             | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |     28760 | NS      | $83116.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $867943.03     | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452264.83     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Hyperfine Inc                                                                    | HYPERFINE INC                                                | CUSIP: 44916K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49514 | NS      | $35630.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324521.91     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80364                                                    | CUSIP: 31335GMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.48         | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4                                            | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163856 | PA      | $160241.68     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blink Charging Co                                                                | BLINK CHARGING C                                             | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37833 | NS      | $35559.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN 492140                                                    | CUSIP: 36210GV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2170 | PA      | $2228.50       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metallus Inc                                                                     | METALLUS INC                                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     24623 | NS      | $379440.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                                                   | CARDLYTICS INC                                               | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     23301 | NS      | $38330.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                                                | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $379449.93     | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575748.54     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62131 | NS      | $6828818.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                                                    | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6475 | PA      | $6623.09       | 0.00%             | 2036-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245216.61    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Olo Inc                                                                          | OLO INC - CL A                                               | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70610 | NS      | $628429.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260773.31     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486362.54     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                                                    | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    563347 | PA      | $542536.37     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                                                    | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    624447 | PA      | $568646.14     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $809234.74     | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014297.93    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01325                                                    | CUSIP: 31292HPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17 | PA      | $18.23         | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5140                                                    | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    722408 | PA      | $746735.69     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327583.36     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 523183                                                    | CUSIP: 36211UFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1013 | PA      | $1048.45       | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1089865.13    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc / US                                                        | IVANHOE ELECTRIC                                             | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52101 | NS      | $472556.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                                                    | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89261 | PA      | $87953.33      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                                                    | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1629 | PA      | $1690.55       | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Grindr Inc                                                                       | GRINDR INC                                                   | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |     25706 | NS      | $583526.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    378000 | PA      | $380916.05     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                                                    | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29264 | PA      | $30307.80      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3                                            | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395328.72     | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                                                    | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       214 | PA      | $225.03        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59106000 | PA      | $60214237.50   | 0.10%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575284.21     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9851                                                    | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9701027 | PA      | $9717798.22    | 0.02%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cadiz Inc                                                                        | CADIZ INC                                                    | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |     31280 | NS      | $93527.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $360361.24     | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    779000 | PA      | $686176.62     | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247850.35     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530005.49     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    530000 | PA      | $488390.89     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    138294 | NS      | $9532605.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                                                    | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304484 | PA      | $244283.46     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1197687.58    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254904                                                    | CUSIP: 31371LDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51661 | PA      | $53126.28      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1013485.28    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $564833.40     | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                          | KB HOME                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     33145 | NS      | $1755690.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc                                                                    | HIREQUEST INC                                                | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $47047.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                                           | ORMAT TECHNOLOGI                                             | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     35268 | NS      | $2954047.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1404506.07    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                                         | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $506791.38     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    300223 | NS      | $71459078.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493963.73     | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3300000 | PA      | $3270164.46    | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                                              | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1189894.26    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233065.03     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV                                        | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     75000 | PA      | $68981.70      | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1640469.16    | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AAR Corp                                                                         | AAR CORP                                                     | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     20760 | NS      | $1428080.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456650.84     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | KOHLS CORP                                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     65916 | NS      | $558967.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANC                                              | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    884883 | NS      | $14830639.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $342629.83     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-UNREF                                        | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    240000 | PA      | $229858.01     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   3187000 | PA      | $2858486.71    | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2961495.85    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                                                    | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122369 | PA      | $121432.99     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                                                    | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5884295 | PA      | $5521453.83    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411858.25     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459851.15     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                                             | HAYWARD HOLDINGS                                             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124554 | NS      | $1718845.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                                                    | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3261 | PA      | $3384.92       | 0.00%             | 2040-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983000 | PA      | $955854.95     | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    611000 | PA      | $469684.22     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479332.96     | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1859131.29    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gevo Inc                                                                         | GEVO INC                                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    133876 | NS      | $176716.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Caleres Inc                                                                      | CALERES INC                                                  | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     20439 | NS      | $249764.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables 2021-B Owner Trust                                       | TAOT 2021-B A4                                               | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45296 | PA      | $45219.55      | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                                                    | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3041223 | PA      | $2775601.02    | 0.00%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139787.15     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                                          | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $689878.32     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2739                                                    | CUSIP: 3142GTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2028999 | PA      | $1999027.07    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385580.14     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                                                    | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84596 | PA      | $83153.24      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1495000 | PA      | $1531285.15    | 0.00%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Provident Financial Services Inc                                                 | PROVIDENT FINANC                                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     76524 | NS      | $1341465.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464065.23     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE                                             | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358200.27     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    344000 | PA      | $252775.78     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                                                    | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15158194 | PA      | $12113828.73   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                                                                  | Q2 HOLDINGS INC                                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     35123 | NS      | $3287161.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                                                    | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153039 | PA      | $151486.86     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                                      | US CELLULAR CORP                                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      6871 | NS      | $439537.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4734                                                    | CUSIP: 3140XLHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1525699 | PA      | $1291225.98    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204665.18     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805396.37     | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Doximity Inc                                                                     | DOXIMITY INC-A                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74173 | NS      | $4549771.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    757000 | PA      | $566409.06     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786714                                                    | CUSIP: 3622ACK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2809322 | PA      | $2831297.47    | 0.00%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1600000 | PA      | $1570367.71    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                                                    | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2840353 | PA      | $2374194.55    | 0.00%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6090                                                    | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186891 | PA      | $171428.85     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xperi Inc                                                                        | XPERI INC                                                    | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27800 | NS      | $219898.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1149328.18    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Calix Inc                                                                        | CALIX INC                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     37005 | NS      | $1968295.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                                               | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1240293 | PA      | $1206835.19    | 0.00%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Universal Electronics Inc                                                        | UNIVERSAL ELEC                                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      8830 | NS      | $58454.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                                          | IAC INC                                                      | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     42521 | NS      | $1587734.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corp                                                 | FRANKLIN FIN SVC                                             | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3600 | NS      | $124650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                                                    | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6897834 | PA      | $6941014.83    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314995.99     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                                               | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202324.09     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807798.66     | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2000861.47    | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239518.41     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-164 A2                                                | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1341943.59    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    770000 | PA      | $731999.65     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $801203.25     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                                                    | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190945 | PA      | $187780.02     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:69571407                                               | EXODUS MOVEMEN-A                                             | CUSIP: 30209R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $101452.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD8513                                                    | CUSIP: 3132DWN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2360192 | PA      | $2257203.44    | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coastal Financial Corp/WA                                                        | COASTAL FINANCIA                                             | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      7483 | NS      | $724878.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78521                                                    | CUSIP: 31288HPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16179 | PA      | $16369.20      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2215702.43    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394113.90     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                                                    | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209450 | PA      | $185185.33     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162755.36     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833097.97     | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                                                    | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15193 | PA      | $15694.21      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                                                    | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301438 | PA      | $270309.01     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    401000 | PA      | $398774.47     | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                                                    | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134993 | PA      | $127604.05     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1810000 | PA      | $1759344.68    | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                                              | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    263000 | PA      | $277897.43     | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                                                    | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1009737 | PA      | $925569.61     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 C                                               | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $307683.93     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    511000 | PA      | $433726.33     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    375000 | PA      | $344851.07     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11517000 | PA      | $11495405.63   | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Warby Parker Inc                                                                 | WARBY PARKER-A                                               | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53401 | NS      | $1171083.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3059                                                    | CUSIP: 3140AQMH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2502515 | PA      | $2502498.83    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8383                                                    | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6873081 | PA      | $6881626.70    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | AMBIT BIOSCIENCE                                             | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | US        |      1900 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559618.62     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV                                             | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $202193.09     | 0.00%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                             | TTM TECHNOLOGIES                                             | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     59292 | NS      | $2420299.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211836.58     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3314000 | PA      | $3255857.05    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Centuri Holdings Inc                                                             | CENTURI HOLDINGS                                             | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24150 | NS      | $541926.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2840471.25    | 0.00%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | Bath & Body Works Inc                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    125085 | NS      | $3747546.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                                                    | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    594033 | PA      | $542227.06     | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    139276 | NS      | $5844020.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                                            | BIOLIFE SOLUTION                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     27116 | NS      | $584078.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                                          | STERLING BANCORP                                             | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12013 | NS      | $0.12          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-159 A2                                                | CUSIP: 3137HAMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $600885.96     | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Cellectar Biosciences Inc                                                        | CELLECTAR BIOSCI                                             | CUSIP: 15117F880<br>LEI: 5493000NFZCRG7BYQV93 | Long             | EC               | CORP              | US        |      1036 | NS      | $7365.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae II Pool                                                               | G2 MA3598                                                    | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1630897 | PA      | $1546512.92    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A4                                               | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50062.42      | 0.00%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                                             | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1118217.91    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2500000 | PA      | $2509763.12    | 0.00%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    182000 | PA      | $143839.14     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27100000 | PA      | $26094335.80   | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256733                                                    | CUSIP: 31371NEE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4041 | PA      | $4347.47       | 0.00%             | 2037-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $873124.36     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    707000 | PA      | $741991.90     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197764.17     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4                                            | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $787449.28     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                                                    | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262609 | PA      | $242739.80     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2088232.45    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    833000 | PA      | $855209.02     | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital Inc                                                          | BRIGHTSPIRE CAPI                                             | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     74965 | NS      | $378573.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 7/25                                                  | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2450000 | PA      | $2484305.88    | 0.00%             | 2025-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1802286.73    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-1                                     | GMALT 2023-1 B                                               | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-CBDO         | CORP              | US        |     48689 | PA      | $48724.63      | 0.00%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18522                                                    | CUSIP: 3128MMSL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    448036 | PA      | $439101.46     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507266.67     | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                                                    | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21693 | PA      | $21339.25      | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Terex Corp                                                                       | TEREX CORP                                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     38775 | NS      | $1810404.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                                             | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $368824.27     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162389.74     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    286000 | PA      | $281288.34     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                                              | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305843.63     | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    264000 | PA      | $269058.23     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 7/25                                                  | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5140000 | PA      | $4187768.23    | 0.01%             | 2025-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 7/25                                                | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    580000 | PA      | $580576.17     | 0.00%             | 2025-07-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                                                    | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1296946 | PA      | $1122378.09    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                                             | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240881.41     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                                              | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251621.98     | 0.00%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ribbon Communications Inc                                                        | RIBBON COMMUNICA                                             | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     53300 | NS      | $213733.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12579000 | PA      | $10263677.81   | 0.02%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306376.67     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $520701.98     | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1124343.30    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                                                    | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4491354 | PA      | $4519470.28    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    545000 | PA      | $364400.52     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    621000 | PA      | $434988.65     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1350867.85    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247672.76     | 0.00%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K050 A2                                                 | CUSIP: 3137BLW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307713 | PA      | $306789.41     | 0.00%             | 2025-08-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                             | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $172750.19     | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $683571.11     | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                    | BLACKSTONE MOR-A                                             | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    100121 | NS      | $1927329.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $7510625.37    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3                                            | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121882.30     | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1589762.66    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $343756.89     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30645000 | PA      | $31748698.67   | 0.05%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                                                    | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435243 | PA      | $416103.62     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2703593.81    | 0.00%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065737.10    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                                                    | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1904402 | PA      | $1599826.66    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Albany International Corp                                                        | ALBANY INTL CORP                                             | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     18978 | NS      | $1330927.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1090220.21    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                                        | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85361.35      | 0.00%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8421                                                    | CUSIP: 3132DWLA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3545082 | PA      | $3605733.32    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Antimony Corp                                                      | US ANTIMONY CORP                                             | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42395 | NS      | $92421.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19509000 | PA      | $19995200.76   | 0.03%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392197.24     | 0.00%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| United Security Bancshares/Fresno CA                                             | UNITED SECURI/CA                                             | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |      1969 | NS      | $17031.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56354000 | PA      | $56624763.50   | 0.10%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inogen Inc                                                                       | INOGEN INC                                                   | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     17882 | NS      | $125710.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8154                                                    | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433999 | PA      | $326399.05     | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708340.11     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0659                                                    | CUSIP: 31427MWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1682534 | PA      | $1750235.74    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 AS                                             | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $389129.32     | 0.00%             | 2050-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016739.79    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    375000 | PA      | $274005.13     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                                             | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $370188.35     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403244.36     | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                                                    | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33563 | PA      | $34934.78      | 0.00%             | 2041-07-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1857266.78    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Procore Technologies Inc                                                         | PROCORE TECHNOLO                                             | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     68791 | NS      | $4706680.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    679000 | PA      | $562103.03     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $439374.98     | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1083311.33    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                                                   | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $487619.33     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                                              | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $915480.16     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $344296.13     | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1600000 | PA      | $1545635.67    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL3846                                                    | CUSIP: 3617JGHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52483 | PA      | $50699.73      | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                                                    | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8506038 | PA      | $8337858.74    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    408000 | PA      | $338538.52     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                                                      | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8561 | PA      | $8501.70       | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A4                                              | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81000 | PA      | $82315.83      | 0.00%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $767337.96     | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2425000 | PA      | $2425381.02    | 0.00%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3925224.14    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                                              | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1611166.87    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1634                                                    | CUSIP: 36179NY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10249 | PA      | $10374.84      | 0.00%             | 2043-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1043965.70    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY COR                                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     33384 | NS      | $3233240.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                                                    | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    935723 | PA      | $904162.50     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                                             | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $1170184.48    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp                                                              | AMPLIFY ENERGY C                                             | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     27400 | NS      | $87680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                                                    | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12199 | PA      | $12568.17      | 0.00%             | 2037-10-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                                                    | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343585 | PA      | $322577.50     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                           | TRANE TECHNOLOGI                                             | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |    134924 | NS      | $59017106.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                                                    | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5079264 | PA      | $4743179.18    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                                             | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $587339.63     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Flotek Industries Inc                                                            | FLOTEK INDS                                                  | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      3661 | NS      | $54036.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645944.74     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    275029 | NS      | $65528409.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247021.98     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0500                                                    | CUSIP: 31417YRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48534 | PA      | $49098.18      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816393.90     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                               | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310552.07     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Voyager Therapeutics Inc                                                         | VOYAGER THERAPEU                                             | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     35606 | NS      | $110734.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                                 | BOISE CASCADE CO                                             | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     21660 | NS      | $1880521.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                                   | ROYAL GOLD INC                                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     39616 | NS      | $7045309.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $700341.02     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                                                | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393780.33     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9908                                                    | CUSIP: 36180AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3464396 | PA      | $3551780.15    | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1443877.73    | 0.00%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $943522.00     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4318669.99    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL CAPITAL FDG                                              | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302519.39     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9685000 | PA      | $9763690.63    | 0.02%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                                                             | JELD-WEN HOLDING                                             | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     53779 | NS      | $210813.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                                                    | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3187776 | PA      | $2677947.61    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5453                                                    | CUSIP: 31418FBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2346539 | PA      | $2379522.08    | 0.00%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                                         | BROADSTONE NET                                               | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     93645 | NS      | $1503002.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                                                    | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    809175 | PA      | $653487.89     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    856000 | PA      | $876029.25     | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                                                    | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79054 | PA      | $70760.02      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2619                                                    | CUSIP: 3132DP4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1107045 | PA      | $1112572.81    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1002920.32    | 0.00%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    625000 | PA      | $676913.06     | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION-A                                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     85124 | NS      | $13847972.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADV MICRO DEVICE                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    982344 | NS      | $139394613.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    483000 | PA      | $477888.96     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69653                                                    | CUSIP: 3128L1WN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47456 | PA      | $49139.58      | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A3                                               | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402382.76     | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                                                 | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439732.97     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                                                | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504240.40     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5471                                                    | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3162977 | PA      | $3216102.36    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510039.42     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694611                                                    | CUSIP: 36296LVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19661 | PA      | $20664.10      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4                                             | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $703645.73     | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                                              | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $786027.79     | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lakeland Industries Inc                                                          | LAKELAND INDS                                                | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |      4633 | NS      | $63055.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS                                             | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $234272.50     | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                                                    | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4060480 | PA      | $3716676.68    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06091                                                    | CUSIP: 3128M8C44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24600 | PA      | $25510.01      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                                                    | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182162 | PA      | $158306.25     | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905413.45     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                                                    | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103962 | PA      | $97211.19      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entrada Therapeutics Inc                                                         | ENTRADA THERAPEU                                             | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18897 | NS      | $126987.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                                                    | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321750 | PA      | $310651.64     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   5784504 | NS      | $1269062332.56 | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    650000 | PA      | $465384.96     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2163                                                    | CUSIP: 31418BMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171623 | PA      | $159094.96     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868496.62     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A3                                              | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203040.28     | 0.00%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434435.30     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514482.03     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc                                       | AMER AXLE & MFG                                              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72396 | NS      | $295375.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP                                             | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520156.20     | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sila Realty Trust Inc                                                            | SILA REALTY TRUS                                             | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |     31370 | NS      | $742527.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                                             | NACCO INDS-CL A                                              | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2823 | NS      | $125087.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $692011.97     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $646748.83     | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                                                    | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    697249 | PA      | $644140.85     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467609.63     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LTC Properties Inc                                                               | LTC PROPERTIES                                               | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     28959 | NS      | $1002270.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                                                    | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    797014 | PA      | $733765.02     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                                                    | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4147855 | PA      | $4284295.34    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367663.58     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1193718.39    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411236.78     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                                                 | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307114.17     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cullinan Therapeutics Inc                                                        | CULLINAN THERAPE                                             | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32552 | NS      | $245116.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A1                                                 | CUSIP: 3137H4CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95366 | PA      | $87880.03      | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492306.23     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646000 | PA      | $623659.98     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    750000 | PA      | $507577.46     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $804906.45     | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581671.84     | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                                                    | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145444 | PA      | $147131.31     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                                               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    126048 | NS      | $4845285.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                                               | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $711387.23     | 0.00%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B                                             | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $26055.00      | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    750000 | PA      | $535454.12     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc                                                          | INSIGHT ENTERPRI                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     19542 | NS      | $2698457.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                                           | PRIMORIS SERVICE                                             | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     32093 | NS      | $2501328.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1820412.23    | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A3                                              | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $503937.20     | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                                                    | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1309027 | PA      | $1289792.64    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS                                             | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442459.04     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932851                                                    | CUSIP: 31412RL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276387 | PA      | $267380.80     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $623310.17     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                                                | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $354180.64     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $582549.47     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405769.75     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MANAGEM- A                                              | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    123705 | NS      | $21425706.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                                             | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502647.95     | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM                                             | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486411.40     | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3531                                                    | CUSIP: 3131XJ4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1594622 | PA      | $1501351.54    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8377                                                    | CUSIP: 3132DWJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    659086 | PA      | $692952.21     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1344520.73    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-1 A                                               | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012573.70    | 0.00%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $540349.05     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                                                    | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148366 | PA      | $145934.79     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                                | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441024.40     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC                                             | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $380178.68     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Curbline Properties Corp                                                         | CURBLINE PROPERT                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     58807 | NS      | $1342563.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7829                                                    | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5623625 | PA      | $5132454.28    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                                              | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1026963 | PA      | $1047509.09    | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $575719.99     | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $553016.10     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Atkore Inc                                                                       | ATKORE INC                                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     21142 | NS      | $1491568.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $862246.63     | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Byrna Technologies Inc                                                           | BYRNA TECHNOLOGI                                             | CUSIP: 12448X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9277 | NS      | $286473.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1292959.03    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6357000 | PA      | $6212648.99    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Tredegar Corp                                                                    | TREDEGAR CORP                                                | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     18346 | NS      | $161444.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2457296.02    | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                                                | MANPOWERGROUP IN                                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     28829 | NS      | $1164691.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                                                    | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2232797 | PA      | $2236271.33    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                                                    | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    312908 | PA      | $294328.10     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449982.71     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $249965.31     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freyr Battery Inc                                                                | T1 ENERGY INC                                                | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |    124224 | NS      | $152795.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1540554.25    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                              | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644443.38     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                                                    | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3575811 | PA      | $2857646.50    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                                                 | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    800000 | PA      | $699362.91     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $815520.84     | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  12205000 | PA      | $12181555.39   | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337222.39     | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $648056.47     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                                                 | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $612342.22     | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $454620.61     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                                                    | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    919275 | PA      | $741542.46     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Frontier Group Holdings Inc                                                      | FRONTIER GROUP H                                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     50439 | NS      | $183093.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612159.08     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                                                    | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2404575 | PA      | $2254486.32    | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                                                    | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    462203 | PA      | $420456.63     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08140                                                    | CUSIP: 3128MJEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11505 | PA      | $12097.98      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                                               | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178730.19    | 0.00%             | 2051-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    856000 | PA      | $875016.77     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                                                    | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3612 | PA      | $3591.70       | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93174000 | PA      | $94637122.50   | 0.16%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL                                         | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $363248.83     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421720                                                    | CUSIP: 36206UPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $98.31         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                              | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    378000 | PA      | $312208.44     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 A3                                              | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34352 | PA      | $34371.28      | 0.00%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4707                                                    | CUSIP: 3140K0GR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518219 | PA      | $454621.35     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492285.42     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coursera Inc                                                                     | COURSERA                                                     | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     70601 | NS      | $618464.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290330.86     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                                               | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $624291.19     | 0.00%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Zumiez Inc                                                                       | ZUMIEZ INC                                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     10629 | NS      | $140940.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785413.27     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                                                    | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321269 | PA      | $282243.54     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A4                                              | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $171876.09     | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                                              | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    575000 | PA      | $386077.60     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fossil Group Inc                                                                 | FOSSIL GROUP INC                                             | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     42400 | NS      | $62752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751688.60     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                                                    | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    447000 | PA      | $450148.98     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1241526.52    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| First Merchants Corp                                                             | FIRST MERCHANTS                                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     35020 | NS      | $1341266.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS                                             | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $316574.05     | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| scPharmaceuticals Inc                                                            | SCPHARMACEUTICAL                                             | CUSIP: 810648105<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |     18200 | NS      | $69342.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIV                                                 | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501715.72     | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                                              | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121957.18     | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Montrose Environmental Group Inc                                                 | MONTROSE ENVIRON                                             | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     19918 | NS      | $436005.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08737                                                    | CUSIP: 3128MJZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3678860 | PA      | $3274133.34    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3250000 | PA      | $3183137.78    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300040.74     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SouthState Corp                                                                  | SOUTHSTATE CORP                                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     62357 | NS      | $5738714.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K520 A2                                                 | CUSIP: 3137HCKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $558055.33     | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649441                                                    | CUSIP: 36292HP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5611 | PA      | $5668.15       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1329000 | PA      | $1317345.96    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                 | HARMONY BIOSCIE                                              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31555 | NS      | $997138.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                                                    | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1743357 | PA      | $1610568.00    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI                                             | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723084.97     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                                                    | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294759 | PA      | $290832.01     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Research Corp                                                           | NATL RESEARCH CO                                             | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     13198 | NS      | $221726.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1817378.05    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2713772.98    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1516                                                    | CUSIP: 3142GRVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1827974 | PA      | $1839958.43    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                                                    | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76895 | PA      | $75568.89      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                                                    | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1777555 | PA      | $1621564.19    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1055579.24    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                                                | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $449252.19     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cavco Industries Inc                                                             | CAVCO INDUSTRIES                                             | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4960 | NS      | $2154772.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                                                    | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593530 | PA      | $476551.31     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Primis Financial Corp                                                            | PRIMIS FINANCIAL                                             | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     13308 | NS      | $144391.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3757                                                    | CUSIP: 3140XKE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2120038 | PA      | $2142549.64    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1228494.12    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                                                    | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149731 | PA      | $142349.94     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SRV                                             | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    375000 | PA      | $335423.34     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                                             | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    675000 | PA      | $709836.55     | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp                                                         | ATLANTICUS HOLDI                                             | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2887 | NS      | $158063.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                                                | NATIONAL STORAGE                                             | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     42318 | NS      | $1353752.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254250                                                    | CUSIP: 31371KL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1765 | PA      | $1868.70       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                                                    | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1292015 | PA      | $972496.63     | 0.00%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP                                             | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    511000 | PA      | $504407.19     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5                                           | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1329068.30    | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1061                                                    | CUSIP: 3142GRFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1289899 | PA      | $1300774.03    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00766                                                    | CUSIP: 31283GZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $64.18         | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731138.64     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68683.17      | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62185000 | PA      | $57788325.86   | 0.10%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1925000 | PA      | $1845341.74    | 0.00%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tiptree Inc                                                                      | TIPTREE INC                                                  | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15559 | NS      | $366881.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $837150.76     | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fox Factory Holding Corp                                                         | FOX FACTORY HOLD                                             | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     25302 | NS      | $656333.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                                                 | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    966000 | PA      | $969606.44     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2202865.73    | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Willdan Group Inc                                                                | WILLDAN GROUP IN                                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      8821 | NS      | $551400.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                                             | ARROW FINL CORP                                              | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      7799 | NS      | $206049.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    700000 | PA      | $545564.70     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691960.27     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1938909.54    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251206.97     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $279334.79     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 A5                                            | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      3172 | PA      | $3137.21       | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $545207.93     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    810000 | PA      | $820330.54     | 0.00%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC                                             | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194983.48     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3001620.00    | 0.01%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                                               | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298456.60     | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6311                                                    | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349811 | PA      | $323016.90     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498103.14     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1201504.64    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                                                    | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136085 | PA      | $131669.48     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                                                    | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639560 | PA      | $600101.30     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 473534                                                    | CUSIP: 36209KBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1574 | PA      | $1597.34       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON                                             | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    785000 | PA      | $708751.35     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2626368.31    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                                           | PERMIAN RESOURCE                                             | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    380626 | NS      | $5184126.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS                                            | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $253433.65     | 0.00%             | 2052-09-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     68608 | NS      | $6582937.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $756528.66     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1373806.06    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837296.90     | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $438204.12     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30264000 | PA      | $29890428.75   | 0.05%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 538300                                                    | CUSIP: 36212M7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4336 | PA      | $4472.18       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2650000 | PA      | $2714399.39    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merchants Bancorp/IN                                                             | MERCHANTS BANCOR                                             | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     12134 | NS      | $401271.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                                                    | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3827141 | PA      | $3237780.81    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00729                                                    | CUSIP: 31283GY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $533.54        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp                                                              | TERRENO REALTY C                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62579 | NS      | $3508804.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022199.97    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Selectquote Inc                                                                  | SELECTQUOTE INC                                              | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     83731 | NS      | $199279.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1670139.71    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                                                    | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1030393 | PA      | $913591.24     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    654000 | PA      | $662843.25     | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     71000 | PA      | $78837.78      | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                                                  | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3637000 | PA      | $3632062.22    | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KalVista Pharmaceuticals Inc                                                     | KALVISTA PHARMAC                                             | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |     26515 | NS      | $299752.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                                                 | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $423196.32     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seer Inc                                                                         | SEER INC                                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36017 | NS      | $77076.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22132700 | PA      | $15777329.72   | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A3                                              | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86388 | PA      | $86120.41      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $363510.07     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1145951.99    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                                                    | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15749295 | PA      | $13392285.36   | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155655.39     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RND GL                                             | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424007.01     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MBIA Inc                                                                         | MBIA INC                                                     | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     33738 | NS      | $146422.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                                            | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $579639.00     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014992.10    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1001526.34    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    764328 | NS      | $68590794.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                                                 | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $548091.01     | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | OCHSNER LSU HLTH                                             | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $409547.05     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                                                    | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504260 | PA      | $442060.12     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                    | LGI HOMES INC                                                | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     12866 | NS      | $662856.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                                        | FIRST BANCORP PR                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100513 | NS      | $2093685.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                                 | WYNN RESORTS LTD                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     46533 | NS      | $4358746.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $2180937.31    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05267                                                    | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12072 | PA      | $12498.65      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5                                            | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1612063.88    | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                                                 | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     37922 | NS      | $4305663.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                                                    | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    707099 | PA      | $714193.52     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389128                                                    | CUSIP: 36205FHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1839 | PA      | $1867.88       | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256499.46     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    208318 | NS      | $82416850.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP-A                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    732719 | NS      | $72356001.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    710000 | PA      | $855156.05     | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $334666.78     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423865                                                    | CUSIP: 36206WZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $29.49         | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                                                | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $509123.29     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4                                             | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $152882.59     | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    668087 | NS      | $61350429.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $445019.86     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33084000 | PA      | $33385116.01   | 0.06%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1442699.20    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A3                                               | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151635.08     | 0.00%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                                                    | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1173970 | PA      | $1008916.56    | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513863.20     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kronos Worldwide Inc                                                             | KRONOS WORLDWIDE                                             | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     14677 | NS      | $90997.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43641000 | PA      | $43872842.81   | 0.08%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    512000 | PA      | $520217.67     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605423                                                    | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25752 | PA      | $25978.18      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                         | WESTERN ALLIANCE                                             | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     62039 | NS      | $4837801.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                                                    | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5015835 | PA      | $3984944.84    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                                                        | TAYLOR MORRISON                                              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     56525 | NS      | $3471765.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5007000 | PA      | $3116954.51    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                                              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    121368 | NS      | $5386311.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $771461.50     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                                                    | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921680 | PA      | $869213.46     | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xencor Inc                                                                       | XENCOR INC                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     43673 | NS      | $343269.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                                                    | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94868 | PA      | $90493.45      | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                                                            | VEECO INSTRUMENT                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     35042 | NS      | $712053.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253672                                                    | CUSIP: 31371JW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $79.06         | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                                                    | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1576258 | PA      | $1633599.34    | 0.00%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                                                           | LIBERTY BR-A                                                 | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      7603 | NS      | $743725.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01840                                                    | CUSIP: 3128LXBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168194 | PA      | $170218.82     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                    | SDART 2022-5 C                                               | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110366 | PA      | $110333.31     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    675000 | PA      | $618945.72     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                                               | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    686000 | PA      | $654009.13     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5                                            | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $303198.00     | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    381000 | PA      | $412037.81     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                                                 | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1402760.48    | 0.00%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500183.56     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                                               | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $268115.08     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Soleno Therapeutics Inc                                                          | SOLENO THERAPEUT                                             | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |     28309 | NS      | $2371728.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    583000 | PA      | $525889.59     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   4200000 | PA      | $4191769.27    | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                                                    | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960896 | PA      | $888795.56     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   2000000 | PA      | $1993325.45    | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                                             | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $906463.10     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4832237.05    | 0.01%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                                                    | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1796981 | PA      | $1766084.41    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7864                                                    | CUSIP: 3140XPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335387 | PA      | $347048.52     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508377.83     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                                                    | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1457672 | PA      | $1288802.19    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL                                             | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414053.38     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brinker International Inc                                                        | BRINKER INTL                                                 | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     25973 | NS      | $4683711.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                                                      | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13270 | PA      | $13970.88      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abacus Life Inc                                                                  | ABACUS GLOBAL MA                                             | CUSIP: 00258Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15703 | NS      | $80713.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1106134.18    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                                                        | CASELLA WASTE                                                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     37057 | NS      | $4275636.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $72200.34      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $175121.84     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                                                    | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48658 | PA      | $48302.83      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                                                    | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    276437 | PA      | $259574.77     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1825000 | PA      | $2007660.99    | 0.00%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175553.09     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fidelity D&D Bancorp Inc                                                         | FIDELITY D&D BAN                                             | CUSIP: 31609R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2713 | NS      | $124798.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                                                    | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1560685 | PA      | $1387196.77    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                                                             | ORTHOFIX MEDICAL                                             | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21491 | NS      | $239624.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470300.45     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                                                    | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106946 | PA      | $110377.63     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7274                                                    | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3031125 | PA      | $2984692.19    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1618603.79    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0912                                                    | CUSIP: 3132DNAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1211340 | PA      | $971461.84     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp                                                           | PROGRESS SOFTWAR                                             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     26244 | NS      | $1675416.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                                             | BJ'S RESTAURANTS                                             | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     13399 | NS      | $597595.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC                                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     25929 | NS      | $9681888.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3791                                                    | CUSIP: 3140XKF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398164 | PA      | $415802.63     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309744.61     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1331139.32    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A                                         | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $418007.32     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506203.65     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440838.57     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5                                            | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $525472.68     | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    896000 | PA      | $907125.73     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     82943 | NS      | $15197645.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                                              | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197633.75     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    173000 | PA      | $180869.04     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                                                    | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1599082 | PA      | $1426322.64    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                                              | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   2000000 | PA      | $1881510.05    | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cytek Biosciences Inc                                                            | CYTEK BIOSCIENCE                                             | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     56674 | NS      | $192691.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                                          | CENTRAL GARDEN-A                                             | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     25551 | NS      | $799490.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312341.02     | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                                                         | WILLIS TOWERS WA                                             | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |     60183 | NS      | $18446089.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500706.29    | 0.00%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5930                                                    | CUSIP: 36179UST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    485578 | PA      | $445405.36     | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                                                           | SIRIUS XM HOLDIN                                             | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114033 | NS      | $2619338.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   4499884 | NS      | $2238287300.44 | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $377847.16     | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568104.61     | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $479458.08     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322035.46     | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chime Financial Inc                                                              | CHIME FINANCI-A                                              | CUSIP: 16935C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $70607.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                             | AM AIRLN 17-2 AA                                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248458 | PA      | $236362.23     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346541.00     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05352                                                    | CUSIP: 3128M7H58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10119 | PA      | $10687.85      | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8043                                                    | CUSIP: 36179W5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3405141 | PA      | $3010897.91    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $787394.77     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                                                    | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3293 | PA      | $3429.82       | 0.00%             | 2041-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                                                    | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70173 | PA      | $70107.65      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                                                    | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165505 | PA      | $159524.00     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                                                 | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256140.76     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lifevantage Corp                                                                 | LIFEVANTAGE CORP                                             | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      6557 | NS      | $85765.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS                                             | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    989000 | PA      | $993433.94     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234143.22    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $955404.74     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                                                    | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10988928 | PA      | $8781916.06    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Lithium Inc                                                             | PIEDMONT LITHIUM                                             | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |     45439 | NS      | $264454.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025406.55    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $2603398.00    | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $914712.24     | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   4662000 | PA      | $3957740.73    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4                                             | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $443823.21     | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                                                    | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1832 | PA      | $1869.56       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557607.03     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $857848.30     | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toro Combineco Inc                                                               | TECHTARGET INC                                               | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14363 | NS      | $111600.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                                               | IPG PHOTONICS                                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     14569 | NS      | $1000161.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                                                    | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243850 | PA      | $225200.21     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $845001.01     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MiMedx Group Inc                                                                 | MIMEDX GROUP INC                                             | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71096 | NS      | $434396.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $842398.47     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA                                             | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264320.47     | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174949.17     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5                                            | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $341465.63     | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1620688.58    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                                                    | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5645037 | PA      | $5209769.22    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                                              | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $309976.02     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    293000 | PA      | $299233.89     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO                                             | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412961.86     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                                                | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    397397 | NS      | $61091840.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1098956.76    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP                                             | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1163581.35    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TrueBlue Inc                                                                     | TRUEBLUE INC                                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19732 | NS      | $127863.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    125341 | NS      | $128860575.28  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                                                    | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1009394 | PA      | $1032656.35    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A4                                              | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75449.52      | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210495.90     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199064.54     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    385000 | PA      | $316455.86     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 B                                               | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75153.69      | 0.00%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Penguin Solutions Inc                                                            | PENGUIN SOLUTION                                             | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     30223 | NS      | $598717.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                                              | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477761.22    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    743000 | PA      | $491253.40     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                                                    | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71817 | PA      | $74276.93      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                                                        | GATES INDUSTRIAL                                             | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |    149594 | NS      | $3445149.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859650.53     | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC                                             | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516132.11     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $450470.50     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1380000 | PA      | $1448788.25    | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS                                             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    220000 | PA      | $180902.24     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                                                    | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11282 | PA      | $11633.04      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3743                                                    | CUSIP: 3132E0EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1549700 | PA      | $1613387.98    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3069                                                    | CUSIP: 3140XJMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    834756 | PA      | $783695.85     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M1 A2                                               | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    806896 | PA      | $787436.02     | 0.00%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373623.73     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ramaco Resources Inc                                                             | RAMACO RESOURC-A                                             | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     18625 | NS      | $244732.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658116.79     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $251689.50     | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $889187.37     | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA                                             | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $465011.84     | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $955180.53     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $384198.39     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                                                       | RESMED INC                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     88733 | NS      | $22893114.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9999                                                    | CUSIP: 3133KSDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1877602 | PA      | $1940969.36    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396635.00     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   2374238 | NS      | $25760482.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                      | PACIFIC PREMIER                                              | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     58803 | NS      | $1240155.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington National Bank/The                                                     | FIRST MERIT BANK                                             | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444488.15     | 0.00%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    116137 | NS      | $7796276.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $379050.56     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI                                             | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468412.53     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395910.88     | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    788000 | PA      | $768410.77     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1191244.60    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                                                    | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    386877 | PA      | $342178.95     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                                                    | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1223080 | PA      | $1072213.78    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 455301                                                    | CUSIP: 36208MX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        32 | PA      | $32.65         | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521448.85     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                                                  | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676357.71     | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                                                 | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41441 | PA      | $38149.68      | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                          | KYMERA THERAPEUT                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36107 | NS      | $1575709.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                                                      | PREMIER INC-CL A                                             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45873 | NS      | $1005994.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                                                             | BK TECHNOLOGIES                                              | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2710 | NS      | $127722.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                                         | SNAP INC - A                                                 | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |    637820 | NS      | $5542655.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35761000 | PA      | $36205218.49   | 0.06%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    750000 | PA      | $643288.94     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                                                    | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310304 | PA      | $303860.75     | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1071158.54    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                                                    | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322942 | PA      | $319056.07     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155012.31     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A3                                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119496 | PA      | $119627.71     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                                                 | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $960159.42     | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OP Bancorp                                                                       | OP BANCORP                                                   | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      8347 | NS      | $108427.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                                         | SAREPTA THERAPEU                                             | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     55550 | NS      | $949905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303794.33     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Leslie's Inc                                                                     | LESLIE'S INC                                                 | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77024 | NS      | $32342.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                                                    | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92422 | PA      | $91236.32      | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                                                    | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342665 | PA      | $317146.98     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1093867.56    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508885.36     | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3066                                                    | CUSIP: 31419DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2721 | PA      | $2710.12       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    248000 | PA      | $265598.81     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827389.13     | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Surmodics Inc                                                                    | SURMODICS INC                                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      7842 | NS      | $232985.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497770.40     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2004753.12    | 0.00%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                                                    | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3131422 | PA      | $2740270.85    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329565.72     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728911                                                    | CUSIP: 3620AFYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10825 | PA      | $10710.62      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588990.68     | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                                           | COUSINS PROP                                                 | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     98955 | NS      | $2971618.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                                                        | OPENDOOR TECHNOL                                             | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    392101 | NS      | $208989.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD6038                                                    | CUSIP: 3132DTV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1457737 | PA      | $1506934.42    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp                                                   | METROPOLITAN BAN                                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6282 | NS      | $439740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $384942.49     | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tootsie Roll Industries Inc                                                      | TOOTSIE ROLL IND                                             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     11522 | NS      | $385410.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    975000 | PA      | $975086.18     | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cara Therapeutics Inc                                                            | TVARDI THERAPEUT                                             | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      8123 | NS      | $189509.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G06020                                                    | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177465 | PA      | $184050.13     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1073321.68    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                                          | CRH PLC                                                      | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |    409287 | NS      | $37572546.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452095.71     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA6924                                                    | CUSIP: 3140EBVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4433 | PA      | $3948.31       | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1523703.26    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                                      | WATERS CORP                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     36015 | NS      | $12570675.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                                                    | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4120962 | PA      | $3657686.69    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3427                                                    | CUSIP: 31418CYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19916 | PA      | $19897.11      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315956.49     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471666.75     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876854.74     | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49388000 | PA      | $26013585.63   | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508171.82     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                                               | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1186985 | PA      | $1143037.08    | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                                                | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306749.51     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TG Therapeutics Inc                                                              | TG THERAPEUTICS                                              | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     84911 | NS      | $3055946.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                                                    | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7001127 | PA      | $5957727.72    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS                                            | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $410704.31     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tango Therapeutics Inc                                                           | TANGO THERAPEUTI                                             | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36978 | NS      | $189327.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Copper Corp                                                             | SOUTHERN COPPER                                              | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    850000 | PA      | $976881.67     | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $849536.67     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545281.69     | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $841133.87     | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                                                    | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11118273 | PA      | $9070210.09    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38398500 | PA      | $28390890.94   | 0.05%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                                                    | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1612365 | PA      | $1380438.33    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $774197.69     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Assertio Holdings Inc                                                            | ASSERTIO HOLDING                                             | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56592 | NS      | $36286.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    825000 | PA      | $844329.11     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151732.31     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                                                    | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    271646 | PA      | $247147.14     | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 AS                                            | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188000 | PA      | $183507.25     | 0.00%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                 | FIRST CITIZENS-A                                             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      5522 | NS      | $10803627.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION                                             | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $595003.84     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M6 A2                                               | CUSIP: 3136ASVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394705 | PA      | $387823.26     | 0.00%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    757000 | PA      | $766970.84     | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    840000 | PA      | $863936.87     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1171493.37    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2195                                                    | CUSIP: 3132AENL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38642 | PA      | $38439.94      | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256436.94     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                                                                | HAMILTON LANE-A                                              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     23571 | NS      | $3349910.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                                       | EXPEDITORS INTL                                              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     83795 | NS      | $9573578.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    835000 | PA      | $784487.64     | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A4                                              | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50449.49      | 0.00%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United Parks & Resorts Inc                                                       | UNITED PARKS & R                                             | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     17138 | NS      | $808056.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    413000 | PA      | $416683.28     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2051268.82    | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    650000 | PA      | $592658.09     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510926.97     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                        | CONSTELLATION EN                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |    190695 | NS      | $61548718.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                                                    | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7417 | PA      | $7711.86       | 0.00%             | 2040-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                                              | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $230065.06     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2718819.08    | 0.00%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                                                    | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1309896 | PA      | $1313898.62    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595265.25     | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                                       | LIGAND PHARM                                                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     11241 | NS      | $1277876.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                                                            | PRINCETON BANCOR                                             | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |      3544 | NS      | $108233.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                                                    | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132962 | PA      | $123154.26     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $868092.44     | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Apogee Therapeutics Inc                                                          | APOGEE THERAPEUT                                             | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22967 | NS      | $997456.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 AS                                              | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $853975.60     | 0.00%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655706.41     | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3                                            | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $488407.10     | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH                                      | FARMERS & MER/OH                                             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7584 | NS      | $191723.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5282                                                    | CUSIP: 31418E2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399160 | PA      | $382054.52     | 0.00%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC-C                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   2809570 | NS      | $498389622.30  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                                                    | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2866078 | PA      | $2429194.49    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Karyopharm Therapeutics Inc                                                      | KARYOPHARM THERA                                             | CUSIP: 48576U205<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |      6035 | NS      | $26010.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889995                                                    | CUSIP: 31410KXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73332 | PA      | $75924.34      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38279100 | PA      | $37561366.88   | 0.06%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                                                    | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13862 | PA      | $14041.32      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14649                                                    | CUSIP: 3128MDL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14293 | PA      | $14033.55      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coherus Oncology Inc                                                             | COHERUS ONCOLOGY                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     65031 | NS      | $47557.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Therapeutics Inc                                                         | APPLIED THERAPEU                                             | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |     56773 | NS      | $17662.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                                                   | PLUMAS BANCORP                                               | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      4330 | NS      | $192511.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199233.83     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $687353.50     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $377042.33     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379895.52     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Twist Bioscience Corp                                                            | TWIST BIOSCIENCE                                             | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     34687 | NS      | $1276134.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc                                                          | CARIS LIFE SCIEN                                             | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |      1005 | NS      | $26853.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vigil Neuroscience Inc                                                           | VIGIL NEUROSCIEN                                             | CUSIP: 92673K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8064 | NS      | $64108.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A4                                               | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50281.21      | 0.00%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    825000 | PA      | $831520.52     | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1455317.12    | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                                                    | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    624811 | PA      | $568360.97     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102031.93     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1645998.80    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252806                                                    | CUSIP: 31371HYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1190 | PA      | $1240.33       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS                                           | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $581604.40     | 0.00%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Perma-Fix Environmental Services Inc                                             | PERMA-FIX ENVIR                                              | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |     10678 | NS      | $112332.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550567                                                    | CUSIP: 36213CTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26875 | PA      | $27150.22      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1086714.15    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215701.83     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                                                    | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600374 | PA      | $550071.83     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                                                 | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    410861 | NS      | $8636298.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     22204 | NS      | $3162959.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                                            | LUMENTUM HOL                                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     40067 | NS      | $3808769.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250383                                                    | CUSIP: 31371FCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $22.68         | 0.00%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458088.55     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255892                                                    | CUSIP: 31371MF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       318 | PA      | $317.48        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                                                    | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61160 | PA      | $63043.89      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    354866 | NS      | $94699540.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                                            | BLUELINX HOLDING                                             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      4788 | NS      | $356131.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    710000 | PA      | $435499.19     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS                                            | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $136951.49     | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co                                                          | SPHERE ENTERTAIN                                             | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     16138 | NS      | $674568.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    705000 | PA      | $726164.89     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 924952                                                    | CUSIP: 31412GTH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33209 | PA      | $34982.24      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | COREWELL HEALTH                                              | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $195745.13     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BCB Bancorp Inc                                                                  | BCB BANCORP INC                                              | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      8673 | NS      | $73026.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                                                    | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2383290 | PA      | $2087823.77    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                                                    | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343102 | PA      | $339885.05     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM                                                    | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     84741 | NS      | $6426757.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                                                          | OIL DRI CORP                                                 | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      6024 | NS      | $355355.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $438742.35     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTILIT                                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    168001 | NS      | $6239557.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 442138                                                    | CUSIP: 36207UEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        53 | PA      | $53.32         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GeneDx Holdings Corp                                                             | GENEDX HOLDINGS                                              | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10283 | NS      | $949223.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250492.15     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp/MI                                                         | INDEP BANK/MICH                                              | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12460 | NS      | $403828.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1864351.85    | 0.00%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4143                                                    | CUSIP: 3140QBS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286096 | PA      | $252058.05     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                                                    | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    626517 | PA      | $542579.54     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512903.78     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                                                    | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3345458 | PA      | $2846873.89    | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525931.82     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    410000 | PA      | $452275.17     | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63096000 | PA      | $40009272.03   | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    745000 | PA      | $824029.44     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    325000 | PA      | $268734.40     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $884777.01     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                                                    | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3672422 | PA      | $3280228.49    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                                                    | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1149580 | PA      | $1009576.86    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TrustCo Bank Corp NY                                                             | TRUSTCO BANK NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11133 | NS      | $372064.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $341044.37     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107978.92     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1205962.60    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478073.64     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                                                         | ALIGNMENT HEALTH                                             | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85880 | NS      | $1202320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33020000 | PA      | $27303412.50   | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302421.72     | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1672                                                    | CUSIP: 3132DN2D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1031380 | PA      | $992096.00     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lakeland Financial Corp                                                          | LAKELAND FINL                                                | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15266 | NS      | $938095.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1387                                                    | CUSIP: 3140X4RH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1635693 | PA      | $1636704.69    | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   2746000 | PA      | $2755830.69    | 0.00%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00525                                                    | CUSIP: 31292GSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       104 | PA      | $105.59        | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                                                    | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3354 | PA      | $3455.47       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436097.36     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734035                                                    | CUSIP: 3620AMPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1020 | PA      | $1016.36       | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620627.77     | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd                                                                     | XLIT LTD                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $95869.64      | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182294 | PA      | $180486.80     | 0.00%             | 2033-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $443332.77     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                                                    | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    351302 | PA      | $347431.47     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellar Bancorp Inc                                                              | STELLAR BANCORP                                              | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     27609 | NS      | $772499.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394686.53     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corp                                                                  | 3D SYSTEMS CORP                                              | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     80934 | NS      | $124638.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN AL1283                                                    | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24677 | PA      | $25650.60      | 0.00%             | 2042-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   3525000 | PA      | $3612849.22    | 0.01%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                                                   | DMC GLOBAL INC                                               | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     14657 | NS      | $118135.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2025000 | PA      | $2331789.53    | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $685280.76     | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                                       | ENANTA PHARMACEU                                             | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     14469 | NS      | $109385.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 7/25                                                | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3225000 | PA      | $3223738.70    | 0.01%             | 2025-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78147                                                    | CUSIP: 3128LCBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21456 | PA      | $22215.27      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP                                             | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467503.14     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1813101.18    | 0.00%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| American Vanguard Corp                                                           | AMER VANGUARD                                                | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     19365 | NS      | $75910.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Achieve Life Sciences Inc                                                        | ACHIEVE LIFE SCI                                             | CUSIP: 004468500<br>LEI: 549300V82ZKZDTAU0A46 | Long             | EC               | CORP              | US        |     28576 | NS      | $64581.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5557                                                    | CUSIP: 31418FE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2104173 | PA      | $2091789.98    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147050.58     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433198.27     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K113 A2                                                 | CUSIP: 3137FV5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $438878.90     | 0.00%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154855.77     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                                                    | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2201404 | PA      | $1831441.41    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246232.00     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2000412.35    | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2245429.54    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI                                             | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715901.25     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519590.96    | 0.00%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199837.68     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9798                                                    | CUSIP: 3138WK3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1389919 | PA      | $1324880.19    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1224369.35    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377587.20     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                                               | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1438665.88    | 0.00%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502303.95     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AdaptHealth Corp                                                                 | ADAPTHEALTH CORP                                             | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58320 | NS      | $549957.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                                                    | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3216214 | PA      | $2884359.29    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462101.62     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                                                    | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478480 | PA      | $470040.19     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2603                                                    | CUSIP: 36179Q3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184442 | PA      | $181284.04     | 0.00%             | 2045-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-4                                                   | CARMX 2021-4 A3                                              | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11811 | PA      | $11791.35      | 0.00%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521719.78     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $541603.44     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    976000 | PA      | $990398.55     | 0.00%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30301000 | PA      | $30314020.04   | 0.05%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                                                    | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4416562 | PA      | $3706070.03    | 0.01%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554635.11     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                                                    | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230773 | PA      | $213313.24     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                  | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $416175.79     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267212.50     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                                                | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307471.88     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545556                                                    | CUSIP: 31385JBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11590 | PA      | $12202.79      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868634.30     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376822.71     | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659812.27     | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                             | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    253000 | PA      | $256385.83     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609721.08     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Karman Holdings Inc                                                              | KARMAN HOLDINGS                                              | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12286 | NS      | $618845.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                                               | UMB FINANCIAL                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     40367 | NS      | $4244993.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3796                                                    | CUSIP: 3138ELGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26976 | PA      | $26757.66      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                                                   | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1487004.84    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH                                        | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    350000 | PA      | $347299.26     | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A2 A                                              | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402862.72     | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Modine Manufacturing Co                                                          | MODINE MFG CO                                                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     29248 | NS      | $2880928.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                                            | DYNE THERAPEUTIC                                             | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58988 | NS      | $561565.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                                          | KITE REALTY GROU                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134133 | NS      | $3038112.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB                                             | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77208.20      | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6824000 | PA      | $4576125.67    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510436.94     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 7/25                                                | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11015000 | PA      | $10283540.11   | 0.02%             | 2025-07-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686647.49     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                                                    | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4543937 | PA      | $4485771.95    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                                                      | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237148 | PA      | $234670.24     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478802.29     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961815.17     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     38762 | NS      | $2812183.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                                                  | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $317017.17     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1861710.64    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                                                | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517167.14     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                                                    | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116955 | PA      | $112153.21     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1600000 | PA      | $1381040.93    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0515                                                    | CUSIP: 31417YSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5085 | PA      | $5067.52       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc                                                 | RYMAN HOSPITALIT                                             | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     36817 | NS      | $3632733.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1237096.73    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                                              | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280842 | PA      | $252223.84     | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                                               | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    850000 | PA      | $828523.45     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5271                                                    | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1080339 | PA      | $1081682.41    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1558002.99    | 0.00%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                                               | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $350248.65     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Corp                                                              | LADDER CAPITAL                                               | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     72214 | NS      | $776300.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716173.76     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441147.41     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4                                             | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1181051.16    | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334549.04     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1328259.97    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1974884.58    | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U                                             | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251238.34     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K753 A2                                                 | CUSIP: 3137HB2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $806493.60     | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Daily Journal Corp                                                               | DAILY JOURNAL                                                | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       818 | NS      | $345400.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2013                                                    | CUSIP: 3140XHGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    464735 | PA      | $444466.09     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191784.15     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847071.68     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $365289.80     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                                                             | MEDPACE HOLDINGS                                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     13561 | NS      | $4256255.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510774.38     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218729.92     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                                                    | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    336005 | PA      | $299024.99     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3913                                                    | CUSIP: 3138YHK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91389 | PA      | $84621.63      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236045.86     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270944.73     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                                                 | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307321.87     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC-CLASS A                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |   1036085 | NS      | $367861979.25  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    556000 | PA      | $728437.05     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| ODP Corp/The                                                                     | ODP CORP/THE                                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17611 | NS      | $319287.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626031.31     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507739.60     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4                                            | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $194997.69     | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 AS                                            | CUSIP: 081925BA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $265011.10     | 0.00%             | 2056-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431960.83     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                                                    | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5301707 | PA      | $5301672.32    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878469.82     | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTL FINL                                                | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    215046 | NS      | $23104542.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                                                       | ELASTIC NV                                                   | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     54047 | NS      | $4557783.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                                                 | EPAM SYSTEMS INC                                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     32283 | NS      | $5708280.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                                                    | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291727 | PA      | $266114.04     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7640                                                    | CUSIP: 3140XPP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414620 | PA      | $424823.04     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 ASB                                           | CUSIP: 61766LBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3581 | PA      | $3574.43       | 0.00%             | 2049-01-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2295730.54    | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273893.23     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292323.18    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2170087.40    | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1489103.80    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Civista Bancshares Inc                                                           | CIVISTA BANCSHAR                                             | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     10116 | NS      | $234691.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    222553 | NS      | $14158821.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                                               | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $597253.18     | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Shoals Technologies Group Inc                                                    | SHOALS TECHNOL-A                                             | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95853 | NS      | $407375.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $484937.61     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A4                                               | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262500 | PA      | $266568.44     | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2677601.13    | 0.00%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $466471.49     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6460                                                    | CUSIP: 3140XNFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622100 | PA      | $637603.22     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                                                    | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10748924 | PA      | $8580037.35    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Solid Power Inc                                                                  | SOLID POWER INC                                              | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87000 | NS      | $190530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG A31253                                                    | CUSIP: 31297LMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24115 | PA      | $24953.76      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                                                    | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200888 | PA      | $197511.40     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                                                    | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    427450 | PA      | $400354.14     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423986                                                    | CUSIP: 36206W6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $29.36         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WaFd Inc                                                                         | WAFD INC                                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51265 | NS      | $1501039.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                                                    | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    991948 | PA      | $854998.69     | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                                                    | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134627 | PA      | $124188.40     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                                                    | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199383 | PA      | $186800.74     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48956200 | PA      | $43729743.30   | 0.08%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                                                          | AVIDITY BIOSCIEN                                             | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70034 | NS      | $1988965.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                                                    | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1769252 | PA      | $1725690.19    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Precigen Inc                                                                     | PRECIGEN INC                                                 | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     93207 | NS      | $132353.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KULR Technology Group Inc                                                        | KULR TECHNOLOGY                                              | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Long             | EC               | CORP              | US        |     10016 | NS      | $71414.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vital Farms Inc                                                                  | VITAL FARMS INC                                              | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     18973 | NS      | $730839.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                          | MAGNOLIA OIL-A                                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111175 | NS      | $2499214.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    435000 | PA      | $423371.05     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CNB Financial Corp/PA                                                            | CNB FINL CORP/PA                                             | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     10742 | NS      | $245562.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC                                             | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    546000 | PA      | $484780.12     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $374472.55     | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS                                            | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $106414.68     | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176794.61     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                                                    | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339542 | PA      | $328119.14     | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                   | CLOUDFLARE INC-A                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |    178760 | NS      | $35006570.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                                                    | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4840742 | PA      | $4645775.35    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                                               | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441856.42     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                                              | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479396.97     | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     89936 | NS      | $34003002.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                                               | SEI INVESTMENTS                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     69088 | NS      | $6208247.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2230663.00    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nektar Therapeutics                                                              | NEKTAR THERAPEUT                                             | CUSIP: 640268306<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     10067 | NS      | $260131.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786578                                                    | CUSIP: 3622ACFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1441192 | PA      | $1420379.36    | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1594                                                    | CUSIP: 3132ADXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55558 | PA      | $52402.98      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1763863.35    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857809.83     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4535                                                    | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    667513 | PA      | $594048.83     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8496                                                    | CUSIP: 3132DWNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1958872 | PA      | $1991161.28    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                                                | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232065.06     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3134000 | PA      | $3272425.73    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARMOUR Residential REIT Inc                                                      | ARMOUR RESIDENTI                                             | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     44695 | NS      | $751322.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aon North America Inc                                                            | AON NORTH AMER                                               | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $778457.67     | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1759319.43    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS                                        | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    190000 | PA      | $206086.43     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1232272.77    | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1640826.20    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                                              | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1060891.91    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4943                                                      | CUSIP: 36202FP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1487 | PA      | $1480.89       | 0.00%             | 2026-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1073633.54    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6225                                                    | CUSIP: 3140K14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    764667 | PA      | $670345.64     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1950000 | PA      | $1871879.41    | 0.00%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8332                                                    | CUSIP: 3132DWHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63557 | PA      | $64803.50      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SoundHound AI Inc                                                                | SOUNDHOUND AI-A                                              | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221675 | NS      | $2378572.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG A87715                                                    | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125015 | PA      | $124056.17     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                                                    | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208712 | PA      | $203371.05     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 393235                                                    | CUSIP: 36205KY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       240 | PA      | $242.77        | 0.00%             | 2027-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1918000 | PA      | $1528931.06    | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                                                    | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352384 | PA      | $338947.75     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $777216.93     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                                                    | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48819 | PA      | $49442.91      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delcath Systems Inc                                                              | DELCATH SYSTEMS                                              | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |     17716 | NS      | $240937.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A4                                               | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $74472.95      | 0.00%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845991.53     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                          | AMCOR GROUP                                                  | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514252.50     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE C                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     61596 | NS      | $3602750.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                                      | CERTARA INC                                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75036 | NS      | $877921.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $647787.85     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                                                    | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503157 | PA      | $479551.49     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500523.77     | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250421.66     | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $460395.08     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                                                | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    355000 | PA      | $210549.73     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                                                    | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1935711 | PA      | $1970037.47    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8675                                                    | CUSIP: 3140XQT98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    956894 | PA      | $996219.90     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                                                          | MILLROSE PROPERT                                             | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77576 | NS      | $2211691.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B                                             | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $117192.58     | 0.00%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194756.30     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1098730.82    | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1839371.11    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OPKO Health Inc                                                                  | OPKO HEALTH                                                  | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    158724 | NS      | $209515.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                                     | PHREESIA INC                                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     31986 | NS      | $910321.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3140000 | PA      | $3185170.42    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7338                                                    | CUSIP: 3132DVEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1529695 | PA      | $1546893.55    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                                                    | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1987 | PA      | $2032.03       | 0.00%             | 2036-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                                              | ACADIA REALTY                                                | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     74802 | NS      | $1389073.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2018-A7 A7                                             | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995157.70     | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 A4                                              | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $219360.53     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    700000 | PA      | $494786.89     | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516502.85     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korro Bio Inc                                                                    | KORRO BIO INC                                                | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4115 | NS      | $51396.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    550000 | PA      | $440446.40     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1482767.12    | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes Inc                                                          | DREAM FINDERS-A                                              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16072 | NS      | $403889.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                           | HIMS & HERS HEAL                                             | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    106057 | NS      | $5286941.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                                                                    | BACKBLAZE INC-A                                              | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23692 | NS      | $130306.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2267037.00    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                                                    | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    807437 | PA      | $746430.72     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   2530000 | PA      | $2840032.35    | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514350.49     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                    | B&G FOODS INC                                                | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     46582 | NS      | $197041.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ring Energy Inc                                                                  | RING ENERGY INC                                              | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     74543 | NS      | $59187.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWI                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    237324 | NS      | $23499822.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                                                       | SEZZLE INC                                                   | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      9946 | NS      | $1782820.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2405000 | PA      | $2737399.86    | 0.00%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A3                                              | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59463 | PA      | $59379.59      | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                                              | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215000 | PA      | $184698.67     | 0.00%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                                                    | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1227276 | PA      | $1062200.73    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                             | AGNC INVESTMENT                                              | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    612324 | NS      | $5627257.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                                | ANDERSONS INC                                                | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     20748 | NS      | $762489.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $275757.82     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1298457.57    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                                             | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |    119894 | NS      | $26106918.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                                                    | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158656 | PA      | $142439.47     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8153                                                    | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3905 | PA      | $3569.48       | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    725000 | PA      | $583278.63     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                                                    | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    739854 | PA      | $681834.60     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1232804 | NS      | $57066497.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                                                    | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    748433 | PA      | $691192.09     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 Mortgage Trust                                                       | BMO 2022-C2 A5                                               | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301299.27     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | THE CIGNA GROUP                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    161635 | NS      | $53433298.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                   | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    725000 | PA      | $698804.77     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                                                    | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8443 | PA      | $8879.38       | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1716991.16    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199647.69     | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $971523.14     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                                                    | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    987350 | PA      | $949202.83     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A                                           | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $452264.45     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                                                    | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4389 | PA      | $4516.33       | 0.00%             | 2036-12-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $664790.08     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                                                    | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301362 | PA      | $290615.99     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nuvalent Inc                                                                     | NUVALENT INC-A                                               | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28210 | NS      | $2152423.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                                                      | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    358755 | PA      | $355354.21     | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492342.02     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729035.78     | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                                                    | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17239 | PA      | $17900.63      | 0.00%             | 2041-12-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                                                    | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17298040 | PA      | $13742823.91   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182                                        | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    375000 | PA      | $364757.66     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295205.53     | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A3                                              | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504286.40     | 0.00%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                                                    | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103648 | PA      | $98266.14      | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    142084 | NS      | $10795542.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A4                                               | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100161.93     | 0.00%             | 2030-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1300000 | PA      | $1342007.30    | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC                                             | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $306323.75     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506945.98     | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                                                    | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164393 | PA      | $162724.76     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                                                    | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408507 | PA      | $391765.83     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                               | UNITED RENTALS                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     39404 | NS      | $29686973.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEI Pharma Inc                                                                   | MEI PHARMA INC                                               | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |      4686 | NS      | $11574.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                                              | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    995000 | PA      | $1020342.75    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1292345.55    | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                                                 | UNDER ARMOUR-A                                               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    113850 | NS      | $777595.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                                                    | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314674 | PA      | $271907.15     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                                           | T ROWE PRICE GRP                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    131033 | NS      | $12644684.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340918.79     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4212                                                    | CUSIP: 3140QPVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25650 | PA      | $24626.67      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8691                                                    | CUSIP: 3140XCUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250144 | PA      | $1050986.57    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5281                                                    | CUSIP: 3140QQ2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1029438 | PA      | $1014311.89    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1037849.29    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | STIFEL FINANCIAL                                             | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96172.29      | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ChargePoint Holdings Inc                                                         | CHARGEPOINT HOLD                                             | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |    233000 | NS      | $163868.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $678735.04     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                                               | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410756.69     | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                                                    | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160590 | PA      | $142236.76     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                                              | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302786.46     | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $579923.39     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Scilex Holding Co                                                                | SCILEX HOLDING C                                             | CUSIP: 80880W205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44335 | NS      | $261133.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $501650.70     | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                                                    | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4375188 | PA      | $4382067.61    | 0.01%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                                                    | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316645 | PA      | $296781.72     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ePlus Inc                                                                        | EPLUS INC                                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     16530 | NS      | $1191813.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                                                    | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    299013 | PA      | $288501.51     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664327.90     | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3582                                                    | CUSIP: 3140QN6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1638526 | PA      | $1425662.62    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                                                    | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327387 | PA      | $299956.96     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735580                                                    | CUSIP: 31402RFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202114 | PA      | $204269.41     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102554.34    | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    730000 | PA      | $752005.56     | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                                                | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486869.24     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                                                    | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21393 | PA      | $22118.08      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0934                                                    | CUSIP: 3142GRBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1057019 | PA      | $1083691.10    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294085.13     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    820000 | PA      | $713355.98     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL                                             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     28969 | NS      | $7409690.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                                                 | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $467091.87     | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Sonder Holdings Inc                                                              | SONDER HOLDINGS                                              | CUSIP: 83542D300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8360 | NS      | $22572.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL                                             | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172731.06     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $675787.78     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Aclaris Therapeutics Inc                                                         | ACLARIS THERAPEU                                             | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     44964 | NS      | $63848.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                               | IQVIA HOLDINGS I                                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     98269 | NS      | $15486211.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1066653.84    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                                                    | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    202653 | PA      | $197092.97     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                           | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    100000 | PA      | $79201.54      | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM                                             | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255502.37     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Easterly Government Properties Inc                                               | EASTERLY GOVERNM                                             | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     25217 | NS      | $559817.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                                                     | AUDIOEYE INC                                                 | CUSIP: 050734201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4937 | NS      | $57516.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                                                        | MAGENTA THERAPEUTICS INC - CVR (SEP 2023)                    | CUSIP: N/A<br>LEI: 549300Z3N6ODPCOFC890       | Long             | EC               | CORP              | US        |      4251 | NS      | $21.26         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UniFirst Corp/MA                                                                 | UNIFIRST CORP/MA                                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      9147 | NS      | $1721648.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372633.56     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                                                    | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183080 | PA      | $175200.19     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1159771.35    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1214235.56    | 0.00%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975150.32     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0309                                                    | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2675857 | PA      | $2715457.64    | 0.00%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719911.59     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604352.26     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                                                    | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549647 | PA      | $511217.07     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clean Energy Fuels Corp                                                          | CLEAN ENERGY FUE                                             | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     88725 | NS      | $173013.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $680881.16     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                                               | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    925000 | PA      | $895402.42     | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| RBB Bancorp                                                                      | RBB BANCORP                                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     10392 | NS      | $178846.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766205.67     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lands' End Inc                                                                   | LANDS' END INC                                               | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      4317 | NS      | $46235.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5                                            | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $525234.00     | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   4250000 | PA      | $3635203.64    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                             | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98168 | NS      | $4032741.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     38814 | NS      | $5263954.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                                                    | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2518214 | PA      | $2012457.24    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                                             | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $579609.69     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                                                      | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31278 | PA      | $32742.97      | 0.00%             | 2036-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39430000 | PA      | $38481215.63   | 0.07%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                                             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     47000 | NS      | $3816870.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc                                                                    | SMARTRENT INC                                                | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126100 | NS      | $124839.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                                    | AMERISAFE INC                                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     11182 | NS      | $488988.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00612                                                    | CUSIP: 31292GVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       117 | PA      | $120.99        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350510.13     | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3607138.02    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $683697.70     | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR                                             | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $837671.17     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32469000 | PA      | $31838644.89   | 0.05%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I                                             | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524077.24     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                                                    | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3493731 | PA      | $3113589.69    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    363465 | NS      | $21197278.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364746.01     | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225531.31     | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 7/25                                                  | CUSIP: 01F020471<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2400000 | PA      | $-2193093.12   | -0.00%            | 2025-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261309.73     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $815657.23     | 0.00%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                                                    | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409266 | PA      | $374129.16     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                                                 | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $485359.00     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A                                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134615 | PA      | $127330.96     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1023171.77    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512329.06     | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362825.46     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K506 A2                                                 | CUSIP: 3137HAMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480000 | PA      | $486981.79     | 0.00%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                                                    | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74742 | PA      | $72408.90      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39895000 | PA      | $37389095.31   | 0.06%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267629.95     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3049                                                    | CUSIP: 3142GTL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1434901 | PA      | $1478283.18    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3995                                                    | CUSIP: 3140XKNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637633 | PA      | $655117.04     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                                              | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    500000 | PA      | $354531.64     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Green Brick Partners Inc                                                         | GREEN BRICK PART                                             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     19232 | NS      | $1209308.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                                                    | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61277 | PA      | $59402.82      | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                                                    | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2411791 | PA      | $2087166.27    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                                                    | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2737909 | PA      | $2506088.68    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7713                                                    | CUSIP: 3140XBSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332349 | PA      | $311746.18     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $318055.05     | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    855000 | PA      | $768622.82     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Symbotic Inc                                                                     | SYMBOTIC INC                                                 | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31834 | NS      | $1236750.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN 353802                                                    | CUSIP: 36203NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       347 | PA      | $351.31        | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5                                             | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $266772.74     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     69873 | NS      | $1649002.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4971                                                    | CUSIP: 3140X8QZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692410 | PA      | $648774.30     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                                                    | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360775 | PA      | $347302.76     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $854864.52     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Customers Bancorp Inc                                                            | CUSTOMERS BANCOR                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17259 | NS      | $1013793.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                                                      | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    853450 | PA      | $823819.63     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $637899.10     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3181                                                    | CUSIP: 3132DQRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    745312 | PA      | $755088.89     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838264.56     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    660000 | PA      | $621235.22     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 AM                                            | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8104 | PA      | $8093.60       | 0.00%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| 89bio Inc                                                                        | 89BIO INC                                                    | CUSIP: 282559103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97283 | NS      | $955319.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                                         | AAON INC                                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42812 | NS      | $3157385.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                                                  | AZEK CO INC/THE                                              | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     85679 | NS      | $4656653.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media Inc                                                             | TOWNSQUARE MED-A                                             | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |      9269 | NS      | $73317.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $802621.74     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                                                    | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113262 | PA      | $112088.71     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01939                                                    | CUSIP: 3128LXEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27055 | PA      | $27393.15      | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K049 A2                                                 | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61163 | PA      | $60978.93      | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1225339.85    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    936000 | PA      | $960376.54     | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                                                    | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189817 | PA      | $204678.28     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100649.97     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                                                    | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1265184 | PA      | $1330925.82    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hertz Global Holdings Inc                                                        | HERTZ GLOBAL HLD                                             | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     63805 | NS      | $435788.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    575000 | PA      | $496717.12     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardiff Oncology Inc                                                             | CARDIFF ONCOLOGY                                             | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |     24797 | NS      | $78110.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2402490.48    | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370685.93     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                                                | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1942344.52    | 0.00%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4561                                                    | CUSIP: 31418EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2351799 | PA      | $1768724.50    | 0.00%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5650000 | PA      | $5562582.25    | 0.01%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Tompkins Financial Corp                                                          | TOMPKINS FINANCI                                             | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      7468 | NS      | $468467.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                                                    | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4011081 | PA      | $3642532.06    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605942.14     | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                                                    | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155887 | PA      | $150162.53     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8351                                                    | CUSIP: 3132D6H45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3317145 | PA      | $3340631.11    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                                                    | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14542867 | PA      | $12107919.54   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                                                         | ROKU INC                                                     | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     79029 | NS      | $6945858.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 A3                                              | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $321645.66     | 0.00%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    594000 | PA      | $588707.76     | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2230221.40    | 0.00%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                                               | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $944417.97     | 0.00%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6986                                                    | CUSIP: 3140QEXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    866466 | PA      | $692987.06     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                   | WFCM 2015-C30 A4                                             | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35980 | PA      | $35907.56      | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5                                            | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $844072.15     | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974355.46     | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    575000 | PA      | $440553.65     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brady Corp                                                                       | BRADY CORP - A                                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     25596 | NS      | $1739760.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4072                                                    | CUSIP: 3138WDQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1035566 | PA      | $985729.80     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                                                    | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    418342 | PA      | $395352.34     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                                                    | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    387659 | PA      | $364154.04     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                                                    | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    965506 | PA      | $925988.99     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    186023 | NS      | $131657778.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29425000 | PA      | $28433055.59   | 0.05%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                                           | ARRAY TECHNOLOGI                                             | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     90007 | NS      | $531041.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP                                             | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448088.07     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2432427.33    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    257807 | NS      | $99740372.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462422                                                    | CUSIP: 36208VVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       498 | PA      | $506.60        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                                                    | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42738 | PA      | $42059.76      | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8350                                                    | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3056082 | PA      | $3116007.14    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    428000 | PA      | $371846.14     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22554000 | PA      | $22827114.73   | 0.04%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2022-6 A                                                | CUSIP: 92348KAZ6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $524776.09     | 0.00%             | 2029-01-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    762000 | PA      | $758021.02     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                                                    | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74545 | PA      | $72969.65      | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4184                                                    | CUSIP: 31418DUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    846345 | PA      | $740097.48     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08846                                                    | CUSIP: 3128MJ5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258230 | PA      | $236094.30     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Security National Financial Corp                                                 | SECURITY NATL-A                                              | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8602 | NS      | $84729.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2228417.87    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Power Solutions International Inc                                                | POWER SOLUTIONS                                              | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      5779 | NS      | $373785.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     20013 | NS      | $3399608.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                                  | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268436.19     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1005593.40    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Culp Inc                                                                         | CULP INC                                                     | CUSIP: 230215105<br>LEI: 549300BIJZDD8EVS1U89 | Long             | EC               | CORP              | US        |      7359 | NS      | $28920.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00694                                                    | CUSIP: 31283GXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $70.47         | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1740000 | PA      | $1946594.02    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                                                    | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727326 | PA      | $648748.14     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741662.22     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188029.50     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                                                    | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    448013 | PA      | $431133.04     | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43405000 | PA      | $40546373.61   | 0.07%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8106                                                    | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11740374 | PA      | $9371435.09    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC                                             | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351826.35     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     56400 | NS      | $855024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94028                                                    | CUSIP: 312942PM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19202 | PA      | $19045.70      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Seaways Inc                                                        | INTERNATIONAL SE                                             | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     28563 | NS      | $1041978.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657641.98     | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                                                    | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342774 | PA      | $339137.16     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1250000 | PA      | $1165766.70    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS                                            | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103785 | PA      | $100671.03     | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1160000 | PA      | $837703.14     | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2623573.69    | 0.00%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Roivant Sciences Ltd                                                             | ROIVANT SCIENCES                                             | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |    238684 | NS      | $2689968.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603900.86     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 A3                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301154.10     | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| National Presto Industries Inc                                                   | NATL PRESTO INDS                                             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3650 | NS      | $357554.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                                                    | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1496681 | PA      | $1375100.99    | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581283.35     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    943194 | NS      | $42679528.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI                                             | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127074.45     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                                                 | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400530.02     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    375000 | PA      | $298901.82     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Cinemark Holdings Inc                                                            | CINEMARK HOLDING                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     67721 | NS      | $2043819.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1886                                                    | CUSIP: 36182WCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38018 | PA      | $36497.14      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82110.57      | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                                                    | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657271 | PA      | $629336.26     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                                                    | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49436 | PA      | $49004.79      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINA                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    387145 | NS      | $82368970.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4                                           | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $797013.64     | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $629604.65     | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metsera Inc                                                                      | METSERA INC                                                  | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9477 | NS      | $269620.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $913331.65     | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                                                    | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1831406 | PA      | $1634998.34    | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2510                                                    | CUSIP: 3132DPYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375307 | PA      | $1355099.02    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488958.38     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL                                         | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    900000 | PA      | $679571.46     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB                                           | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    138000 | PA      | $153051.14     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO                                                       | COMMERCE BCSHS                                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75995 | NS      | $4724609.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1276595.72    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    325010 | NS      | $49479522.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 944639                                                    | CUSIP: 31413F4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41537 | PA      | $43609.91      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |     10152 | NS      | $37686558.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                                                    | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13907 | PA      | $14324.48      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1146424.37    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427033.42     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A2                                               | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51536 | PA      | $51240.32      | 0.00%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1160                                                    | CUSIP: 36179NJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39892 | PA      | $40408.50      | 0.00%             | 2043-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United-Guardian Inc                                                              | UNITED GUARDIAN                                              | CUSIP: 910571108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2067 | NS      | $16453.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    799000 | PA      | $775654.22     | 0.00%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $370853.80     | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1016617.39    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                  | YUM! BRANDS INC                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    167450 | NS      | $24812741.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                                           | COMSTOCK RES INC                                             | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     44726 | NS      | $1237568.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201818.54     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613819.30     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    575000 | PA      | $604223.10     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745516                                                    | CUSIP: 31403DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44878 | PA      | $46387.35      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784777.11     | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                                              | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254173.39     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4                                             | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992120.20     | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   1449000 | PA      | $1454131.72    | 0.00%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2091000 | PA      | $1611320.74    | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A1 A                                              | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $566471.86     | 0.00%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     85175 | NS      | $10903251.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR                                             | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727457.54     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297314.96     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487128                                                    | CUSIP: 36210BD93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2555 | PA      | $2622.81       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    823000 | PA      | $830818.09     | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4                                            | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $293899.38     | 0.00%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299875.59     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484869.35     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463571.70     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    475000 | PA      | $458731.89     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3967                                                    | CUSIP: 3140QBMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1607589 | PA      | $1473400.48    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1663353.60    | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5872                                                    | CUSIP: 3132DTQZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1443181 | PA      | $1417014.55    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                                                | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $383216.13     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Industrial Logistics Properties Trust                                            | INDUSTRIAL LOGIS                                             | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     29643 | NS      | $134875.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1372                                                    | CUSIP: 31427NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1288821 | PA      | $1319530.21    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322604.97     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671658.55     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP - A                                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    137666 | NS      | $7714802.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $600421.08     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    746000 | PA      | $754387.18     | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03424                                                    | CUSIP: 31292KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76746 | PA      | $81066.59      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                                                    | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215281 | PA      | $200493.72     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                                                    | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2706756 | PA      | $2479972.22    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671822.81     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 A5                                               | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $340463.96     | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                                                    | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9776564 | PA      | $7813042.54    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                                                 | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $537693.72     | 0.00%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299205.46     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                                                                 | PITNEY BOWES INC                                             | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    103700 | NS      | $1131367.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $411856.66     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506463.26     | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nathan's Famous Inc                                                              | NATHANS FAMOUS                                               | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |      1509 | NS      | $166865.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                                       | ROCKET PHARMACEU                                             | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    120326 | NS      | $294798.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                                                | ACUITY INC                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18891 | NS      | $5635940.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                                                           | ZEVRA THERAPEUTI                                             | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |     31625 | NS      | $278616.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192607.23     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    375000 | PA      | $334549.34     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                                                    | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116546 | PA      | $112614.74     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK                                             | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   2900000 | PA      | $2945218.18    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                                                    | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1348452 | PA      | $1118012.39    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Marin Bancorp                                                            | BANK OF MARIN BA                                             | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7785 | NS      | $177809.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                                                   | CLEARFIELD INC                                               | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      6525 | NS      | $283250.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                                                 | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1638007 | PA      | $1577454.94    | 0.00%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                              | SUN COMMUNITIES                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     77470 | NS      | $9799180.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                                                    | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    686450 | PA      | $576878.87     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538906.66     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 87031CAM5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    260000 | PA      | $262601.82     | 0.00%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A D                                               | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99658.95      | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                                                    | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       271 | PA      | $278.32        | 0.00%             | 2037-03-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                                                    | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    552824 | PA      | $516244.38     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                                    | ARROWHEAD PHARMA                                             | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     68632 | NS      | $1084385.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                                                    | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136479 | PA      | $133395.45     | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                                                 | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $392842.08     | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eton Pharmaceuticals Inc                                                         | ETON PHARMACEUTI                                             | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $198075.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Water Products Inc                                                       | MUELLER WATER-A                                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     96640 | NS      | $2323225.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $278282.80     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                                             | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $217063.33     | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1434219.41    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                                               | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $569088.49     | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    377468 | NS      | $30812712.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294806.25     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    201496 | NS      | $25976864.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                                                    | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2488575 | PA      | $2177723.28    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    860000 | PA      | $610288.54     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    625000 | PA      | $622491.27     | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                                                    | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    177088 | PA      | $160297.98     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                              | AFFIRM HOLDINGS                                              | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154569 | NS      | $10686900.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                                                | CORE NATURAL RES                                             | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     30568 | NS      | $2131812.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775305.31     | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK &                                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     92166 | NS      | $6244246.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                                 | PJT PARTNERS - A                                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     13985 | NS      | $2307664.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180043.05     | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260076.31     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4940                                                    | CUSIP: 31418EP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2030840 | PA      | $1997825.95    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D                                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $380561.60     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC                                        | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $321877.84     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1905575.60    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gorman-Rupp Co/The                                                               | GORMAN-RUPP CO                                               | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     12400 | NS      | $455328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                                                    | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238834 | PA      | $204741.71     | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Entertainment Inc                                                | DAVE & BUSTER'S                                              | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     13755 | NS      | $413750.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                                                    | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1045596 | PA      | $1067405.38    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2516                                                    | CUSIP: 3132DPYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1451489 | PA      | $1456015.45    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $716680.27     | 0.00%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52975000 | PA      | $49434366.08   | 0.09%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                                                    | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    511899 | PA      | $458831.12     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                                                    | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    807957 | PA      | $763880.41     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446248.83     | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1490553.85    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2                                             | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1858792 | PA      | $1690103.15    | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220715.51     | 0.00%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                                               | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421093.86     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0362                                                    | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3893636 | PA      | $3534094.88    | 0.01%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hooker Furnishings Corp                                                          | HOOKER FURNISHIN                                             | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $6517.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                                             | FIRST FOUNDATION                                             | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     47414 | NS      | $241811.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5                                           | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2073126.72    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00468                                                    | CUSIP: 31292GQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.91          | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HBT Financial Inc                                                                | HBT FINANCIAL IN                                             | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      7843 | NS      | $197722.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                                                    | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2467 | PA      | $2527.85       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912529.07     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $915058.15     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $249950.06     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dianthus Therapeutics Inc                                                        | DIANTHUS THERAPE                                             | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |     15359 | NS      | $286138.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2106124.16    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $570285.67     | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    586000 | PA      | $596023.05     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819437.23     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     27733 | NS      | $1902483.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                                                    | ADAPTIVE BIOTECH                                             | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     80050 | NS      | $932582.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311025.54     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    325805 | NS      | $34359395.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1279503.38    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2071                                                    | CUSIP: 3617JEJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151937 | PA      | $146773.47     | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 433413                                                    | CUSIP: 36207JN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $16.88         | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FINANCI                                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    247438 | NS      | $11072850.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1136438.41    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 408330                                                    | CUSIP: 36206DST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $257.75        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                                                    | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2118900 | PA      | $1802782.87    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1346365.82    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1020000 | PA      | $989172.80     | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1074708.75    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                                                    | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    986560 | PA      | $1037823.91    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605443                                                    | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18300 | PA      | $18478.05      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                                              | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76325.35      | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                                                            | ON SEMICONDUCTOR                                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    252347 | NS      | $13225506.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1785000 | PA      | $1812790.29    | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8420                                                    | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8264763 | PA      | $8269873.73    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                                               | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368525.75     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                                                    | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $853388.42     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4158530.37    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $921342.98     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A4                                                | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98213.54      | 0.00%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| American Eagle Outfitters Inc                                                    | AMER EAGLE OUTF                                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     85929 | NS      | $826636.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $984643.00     | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481855.11     | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                                                                  | TXNM ENERGY INC                                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     50190 | NS      | $2826700.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235727.74     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    700000 | PA      | $661154.50     | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Applied Digital Corp                                                             | APPLIED DIGITAL                                              | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |    106107 | NS      | $1068497.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1165113.86    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A1 A                                              | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   1375000 | PA      | $1373743.53    | 0.00%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3695                                                    | CUSIP: 31418DC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84013 | PA      | $81162.74      | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    829000 | PA      | $814788.60     | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456854.48     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1201101.75    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422057.48     | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                                                    | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381132 | PA      | $385562.83     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514763.27     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334631.66     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     64365 | NS      | $33791625.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1700120.00    | 0.00%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8493                                                    | CUSIP: 36179XNJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1126682 | PA      | $1160997.94    | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8310                                                    | CUSIP: 3132DWGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    966530 | PA      | $1002174.43    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499523.09     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                                                   | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1286647.41    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS-A                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |   1314463 | NS      | $970191995.67  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                                               | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478599.52     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                     | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494469.80     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                                                    | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132540 | PA      | $131580.11     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marcus Corp/The                                                                  | MARCUS CORP                                                  | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     15780 | NS      | $266050.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335354.72     | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8540                                                    | CUSIP: 3133KQPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1564005 | PA      | $1542001.79    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                                                    | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117084 | PA      | $110947.04     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Services Group Inc                                                    | HEALTHCARE SERVS                                             | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     48112 | NS      | $723123.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     29675 | NS      | $2573119.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                                                    | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217465 | PA      | $215542.81     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947826                                                    | CUSIP: 31413KPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3157 | PA      | $3327.66       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4                                            | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $607545.77     | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7191                                                    | CUSIP: 36179V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    490104 | PA      | $381577.64     | 0.00%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                                                    | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7045 | PA      | $7278.87       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                                                    | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4939005 | PA      | $4370260.53    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4893000 | PA      | $4618894.29    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    263000 | PA      | $264412.39     | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684007.88     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virco Mfg. Corp                                                                  | VIRCO MFG                                                    | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8208 | NS      | $65499.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1509761.45    | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549936.72     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2725                                                    | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330022 | PA      | $299856.92     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617266.00     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LivePerson Inc                                                                   | LIVEPERSON INC                                               | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     49636 | NS      | $50132.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RB5145                                                    | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3650164 | PA      | $3113939.26    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2119                                                    | CUSIP: 36179QK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39467 | PA      | $38669.67      | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A3                                              | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $555677.87     | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Alto Ingredients Inc                                                             | ALTO INGREDIENTS                                             | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     67114 | NS      | $77181.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                                           | ANIKA THERAPEUTI                                             | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      9542 | NS      | $100954.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JP MORGAN CHASE                                              | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1352068.04    | 0.00%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303563.61     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6702                                                    | CUSIP: 3132DUNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2492683 | PA      | $2587491.54    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981799.20     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                                                    | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2143143 | PA      | $1918955.58    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                                                 | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $270372.00     | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515211.95     | 0.00%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS                                        | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $151104.51     | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $337410.40     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Telos Corp                                                                       | TELOS CORP                                                   | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |     38079 | NS      | $120710.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS                                             | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149284.96     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                                                    | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481935 | PA      | $442761.16     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275729.18     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1861456.61    | 0.00%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $879428.37     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Bioventus Inc                                                                    | BIOVENTUS - A                                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23179 | NS      | $153444.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                                               | CADRE HOLDINGS I                                             | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14657 | NS      | $466825.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1200908.87    | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                                                        | POOL CORP                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     21533 | NS      | $6276438.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3262000 | PA      | $3026774.67    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                                                           | SANA BIOTECHNOLO                                             | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87453 | NS      | $238746.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vale SA                                                                          | VALE                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    238000 | PA      | $230854.16     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                                                    | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10826787 | PA      | $8652339.24    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     45650 | NS      | $8014770.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-160 A2                                                | CUSIP: 3137HASK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $950971.76     | 0.00%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                               | READY CAPITAL CO                                             | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    104696 | NS      | $457521.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD7509                                                    | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2677808 | PA      | $2366749.49    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 ASB                                             | CUSIP: 95000AAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6444 | PA      | $6430.98       | 0.00%             | 2048-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754648.85     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arvinas Inc                                                                      | ARVINAS INC                                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36652 | NS      | $269758.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002346.19    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $340065.32     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                                                 | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626321.39     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                              | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    475000 | PA      | $418961.58     | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53127000 | PA      | $45705822.19   | 0.08%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Peapack-Gladstone Financial Corp                                                 | PEAPACK GLADSTON                                             | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     10598 | NS      | $299393.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                                                         | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364384.76     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                                                    | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185989 | PA      | $169669.22     | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759100                                                    | CUSIP: 36230UDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90307 | PA      | $84847.80      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $447270.84     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $699500.77     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448159.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                                                    | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10335335 | PA      | $8266050.07    | 0.01%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517911.09     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                                              | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462793.25     | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5                                           | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $693351.95     | 0.00%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                                                   | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $425955.99     | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $872444.77     | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9655                                                    | CUSIP: 3140XRWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185083 | PA      | $1188037.44    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397718.38     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $374579.16     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2021-B                                          | HDMOT 2021-B A4                                              | CUSIP: 41285AAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69513 | PA      | $69022.87      | 0.00%             | 2029-05-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1066859.61    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    860000 | PA      | $863540.98     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                                                  | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    585000 | PA      | $579109.16     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1180315.82    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4                                            | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $258132.39     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                                              | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213203.77     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Alpha Teknova Inc                                                                | ALPHA TEKNOVA IN                                             | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8236 | NS      | $40438.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sturm Ruger & Co Inc                                                             | STURM RUGER & CO                                             | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     11636 | NS      | $417732.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1401293.00    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1580000 | PA      | $1570213.48    | 0.00%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                                                    | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26517 | PA      | $27538.28      | 0.00%             | 2042-03-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1185050.27    | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                                                    | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485624.87     | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 640532                                                    | CUSIP: 36291WSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1269 | PA      | $1281.74       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499950.16     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1087588.44    | 0.00%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                                                    | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1916319 | PA      | $2020226.71    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    550000 | PA      | $436599.52     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fresh Del Monte Produce Inc                                                      | FRESH DEL MONTE                                              | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     24817 | NS      | $804567.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                                   | CBRE GROUP INC-A                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    181124 | NS      | $25379094.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH                                            | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $161806.23     | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Grocery Outlet Holding Corp                                                      | GROCERY OUTLET                                               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51860 | NS      | $644101.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                  | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $192376.60     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Community Healthcare Trust Inc                                                   | COMMUNITY HEALTH                                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     18947 | NS      | $315088.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI                                             | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $249990.36     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Westwood Holdings Group Inc                                                      | WESTWOOD HOLDING                                             | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3791 | NS      | $59139.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18655                                                    | CUSIP: 3128MMWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308946 | PA      | $300123.87     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                                                    | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2253270 | PA      | $2111217.19    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $430846.16     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3214165.52    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV4743                                                    | CUSIP: 36195FHU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11891 | PA      | $10919.77      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $991697.73     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT INC                                                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    114975 | NS      | $4964620.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1210846.52    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $791086.61     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CytoSorbents Corp                                                                | CYTOSORBENTS COR                                             | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |     35641 | NS      | $45620.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                                                   | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513048.15     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326479.32     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| W&T Offshore Inc                                                                 | W&T OFFSHORE INC                                             | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     74445 | NS      | $122834.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN FS7635                                                    | CUSIP: 3140XPPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185920 | PA      | $1114769.34    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5                                             | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $896248.67     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                                                    | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3318187 | PA      | $2955072.33    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                                              | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504035.14     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                                                    | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75817 | PA      | $74972.40      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586229.18     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5439                                                    | CUSIP: 3140QRBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1586516 | PA      | $1570640.55    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                                                    | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1090669 | PA      | $1014633.47    | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   1245074 | NS      | $86433037.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1730883.37    | 0.00%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5272                                                    | CUSIP: 3140XL2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    838026 | PA      | $863362.68     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3591                                                    | CUSIP: 3140QN7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4056643 | PA      | $3688869.94    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                                          | AZZ INC                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     17276 | NS      | $1632236.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323698.13     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                               | KONTOOR BRAND                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     33771 | NS      | $2227872.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465189.78     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                                                    | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700113 | PA      | $664508.00     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS-A                                                | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    175047 | NS      | $9792129.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                                       | CHEESECAKE FACTO                                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     28441 | NS      | $1782113.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                                                   | STONERIDGE INC                                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     18241 | NS      | $128416.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                                                    | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1410852 | PA      | $1453507.11    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270800.18     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189931.02     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                                                    | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1723195 | PA      | $1812519.82    | 0.00%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC                                             | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955547.61     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                                               | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391589.60     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1191708.59    | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530182.18    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    160429 | NS      | $126358693.27  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563257.55     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                                             | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1417374.90    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $746276.38     | 0.00%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529191.60     | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                                                    | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1371112 | PA      | $1318872.15    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33592000 | PA      | $33426664.21   | 0.06%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                                                | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $306209.92     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                                                    | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217867 | PA      | $197864.33     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4                                            | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $281022.36     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                         | ASGN INC                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     25713 | NS      | $1283850.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                                                     | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9236 | PA      | $9399.89       | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7474523.71    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9760                                                    | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1352064 | PA      | $1317466.98    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | SCHWAB (CHARLES)                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |   1045868 | NS      | $95424996.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3235292.65    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $916425.87     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                                                    | H&R BLOCK INC                                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     80762 | NS      | $4433026.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $910663.57     | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201747.10     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   3700000 | PA      | $3456239.12    | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                                                | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784069.99     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473710.79     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $154816.00     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 345077                                                    | CUSIP: 36203CJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $34.68         | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                                            | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $468369.15     | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                                                    | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108958 | PA      | $100714.17     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615893.17     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A3                                               | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169777 | PA      | $170866.64     | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329244.20     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                                                    | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441076 | PA      | $428686.90     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                                                    | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3245239 | PA      | $3202625.28    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99834.96      | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STAAR Surgical Co                                                                | STAAR SURGICAL                                               | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     17300 | NS      | $290294.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8981                                                    | CUSIP: 3133BJ6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282377 | PA      | $271975.03     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 617261                                                    | CUSIP: 31388WWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21368 | PA      | $22562.54      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Recursion Pharmaceuticals Inc                                                    | RECURSION PHAR-A                                             | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216939 | NS      | $1097711.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| agilon health Inc                                                                | AGILON HEALTH IN                                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191805 | NS      | $441151.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513030.32     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    831000 | PA      | $826272.07     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                                                    | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110125 | PA      | $106716.48     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                                                    | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1622607 | PA      | $1632231.00    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    842000 | PA      | $663761.49     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    502000 | PA      | $500496.27     | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2010                                                    | CUSIP: 3140XHGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000012 | PA      | $2629025.21    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5386                                                    | CUSIP: 3140MJ6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1659820 | PA      | $1436409.88    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8824                                                    | CUSIP: 3140MAYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108937 | PA      | $86343.07      | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2644328.39    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503223.25     | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                                                    | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621875 | PA      | $522611.59     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C                                            | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100226.61     | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                                                    | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36019 | PA      | $35809.18      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC                                             | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $623771.38     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                                                    | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165329 | PA      | $165121.54     | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82669                                                     | CUSIP: 36225E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43648 | PA      | $44211.66      | 0.00%             | 2040-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252282.43     | 0.00%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40597000 | PA      | $42157447.19   | 0.07%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                                                    | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1460799 | PA      | $1492460.69    | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                                                    | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107561 | PA      | $105010.14     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Inc                                                               | VENTURE GLOBAL-A                                             | CUSIP: 92333F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41477 | NS      | $646211.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $111051.55     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556134.53     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                                                    | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304200 | PA      | $294028.85     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203138.21     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConnectOne Bancorp Inc                                                           | CONNECTONE BANCO                                             | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     29789 | NS      | $689913.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                                                    | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1341124 | PA      | $1236757.73    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                                             | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100162.93     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    723000 | PA      | $709654.74     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4502                                                    | CUSIP: 3140X8AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    958296 | PA      | $773019.51     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959284.40     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Codexis Inc                                                                      | CODEXIS INC                                                  | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46017 | NS      | $112281.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $843677.06     | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385869.58     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $282927.69     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5696                                                    | CUSIP: 3138WFKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    987056 | PA      | $912376.17     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                                                    | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59944 | PA      | $53758.49      | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783613                                                    | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52440 | PA      | $51891.84      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 C                                               | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81268.23      | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $599949.13     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                                                    | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99025 | PA      | $101702.11     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneSpan Inc                                                                      | ONESPAN INC                                                  | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     22719 | NS      | $379180.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                                                      | PCB BANCORP                                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      6062 | NS      | $127180.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                                                    | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8099914 | PA      | $7207045.61    | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6054                                                    | CUSIP: 3132DTWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1822541 | PA      | $1842463.10    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                                                    | CSG SYSTEMS INTL                                             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     16632 | NS      | $1086235.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                                                    | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117520.01     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Corp                                                            | SUMMIT MIDSTREAM                                             | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4186 | NS      | $102682.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                                                | GEO GROUP INC/TH                                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     80899 | NS      | $1937531.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1282844.46    | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738282                                                    | CUSIP: 31402UFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5617 | PA      | $6000.10       | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL                                        | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    450000 | PA      | $422962.74     | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8335                                                    | CUSIP: 3140QUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2192117 | PA      | $2216078.55    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386683.63     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                                               | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $458674.12     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666801.16     | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    388751 | NS      | $90532332.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0752                                                    | CUSIP: 3138LQZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146729 | PA      | $134084.76     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                                                    | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60417 | PA      | $58512.12      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06814                                                    | CUSIP: 3128M83X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362557 | PA      | $351444.54     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |    156134 | NS      | $79392577.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    244000 | PA      | $250535.22     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5114                                                    | CUSIP: 3140QQVG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269243 | PA      | $251476.38     | 0.00%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                                                    | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267418 | PA      | $234265.41     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                                               | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $689011.28     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6534877.15    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Rush Street Interactive Inc                                                      | RUSH STREET INTE                                             | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49309 | NS      | $734704.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                                        | INNOVEX INTERNAT                                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     23177 | NS      | $362024.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2494268.88    | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                                                    | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1115359 | PA      | $969271.72     | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491044.78     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $935144.20     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    825000 | PA      | $842834.30     | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Integral Ad Science Holding Corp                                                 | INTEGRAL AD SCIE                                             | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60118 | NS      | $499580.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2236604.80    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Evercore Inc                                                                     | EVERCORE INC                                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     21890 | NS      | $5910737.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15070000 | PA      | $11471448.87   | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663254.27     | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691404.85     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255810.84     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97585.34      | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2474447.58    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5486690.26    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                                                    | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2057526 | PA      | $1890387.00    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5400                                                    | CUSIP: 31417SAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    201216 | PA      | $199475.59     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT                                        | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    200000 | PA      | $188020.92     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    123023 | NS      | $1953605.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                                            | VERIS RESIDENTIA                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     32740 | NS      | $487498.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                                                    | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7470698 | PA      | $6352647.14    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233791.81     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1192154.14    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU                                             | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357960.51     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1917000 | PA      | $1667008.02    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                                                    | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136578 | PA      | $131304.67     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304441.36     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cannae Holdings Inc                                                              | CANNAE HOLDINGS                                              | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     37601 | NS      | $783980.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                               | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    365000 | PA      | $306002.79     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247374.54     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    550000 | PA      | $565471.85     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                                             | BRIDGEBIO PHARMA                                             | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    105224 | NS      | $4543572.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                                              | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450472.81     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A                                        | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1407824 | PA      | $1559357.00    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00819                                                    | CUSIP: 31283G4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       327 | PA      | $335.02        | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turtle Beach Corp                                                                | TURTLE BEACH COR                                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      7698 | NS      | $106463.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                                                | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251769.71     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1648976.07    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 427315                                                    | CUSIP: 36207BVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       752 | PA      | $755.72        | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM                                            | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $137831.28     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Perella Weinberg Partners                                                        | PERELLA WEINBERG                                             | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30221 | NS      | $586891.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                                                      | GRAHAM CORP                                                  | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |      6141 | NS      | $304040.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6538                                                    | CUSIP: 3140XAHQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    728388 | PA      | $589610.65     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Performant Financial Corp                                                        | PERFORMANT HEALT                                             | CUSIP: 71377E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54600 | NS      | $218400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                                                    | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42509 | PA      | $39937.65      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                        | CUBESMART                                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138667 | NS      | $5893347.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                                      | ENOVIS CORP                                                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     34085 | NS      | $1068905.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A3                                              | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27822 | PA      | $27726.92      | 0.00%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40513                                                    | CUSIP: 3128K0SA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43527 | PA      | $45003.21      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05860                                                    | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31364 | PA      | $32477.42      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                                         | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $328428.55     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HOLDIN                                             | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    182027 | NS      | $10211714.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                                                | LINDBLAD EXPEDIT                                             | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     21076 | NS      | $245956.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1501761.70    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                                                    | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189052 | PA      | $177704.32     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK NY MELLON                                               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    434214 | NS      | $39561237.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1261466.41    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                                               | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $303665.22     | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX9926                                                    | CUSIP: 3138YCA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100695 | PA      | $93423.87      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08005                                                    | CUSIP: 3128MJAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3592 | PA      | $3705.62       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0088                                                    | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    590943 | PA      | $536375.24     | 0.00%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    865000 | PA      | $801765.14     | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3262000 | PA      | $3288264.86    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1092987.35    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                                                    | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8302406 | PA      | $6627170.41    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4224                                                      | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19437 | PA      | $20648.10      | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737839                                                    | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2366 | PA      | $2354.08       | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    729000 | PA      | $713881.19     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                                                 | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239226.17     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554434.39     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 B                                              | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186653.76     | 0.00%             | 2048-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                                                    | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162033 | PA      | $143058.70     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                                                              | PEABODY ENERGY                                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     69910 | NS      | $938192.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                   | WFCM 2016-C34 A4                                             | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $318596.40     | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                                                  | ALPHA & OMEGA SE                                             | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     13911 | NS      | $356956.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                                           | PATRICK INDS INC                                             | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     19500 | NS      | $1799265.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy Inc                                                             | PINEAPPLE HOLDINGS INC - CVR (MAR 2022)                      | CUSIP: N/A<br>LEI: 549300QI9W6WNCHUTR82       | Long             | EC               | CORP              | US        |       463 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                                                 | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $880545.24     | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $389407.70     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-169 A2                                                | CUSIP: 3137HK2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $603340.92     | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                                                                | MARA HOLDINGS IN                                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    206007 | NS      | $3230189.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                                                | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    375000 | PA      | $319696.99     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1237570.49    | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                                                    | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3247951 | PA      | $2928118.78    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 444564                                                    | CUSIP: 36207WZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       677 | PA      | $683.79        | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1513733.68    | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS                                             | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $603199.56     | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1703203.69    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                                                   | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $381334.83     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479323.26     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1818456.28    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Immersion Corp                                                                   | IMMERSION CORP                                               | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     14956 | NS      | $117853.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                                                    | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93545 | PA      | $90287.14      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   8470000 | PA      | $8579565.75    | 0.01%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   2302300 | PA      | $2296620.93    | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333456.84     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483433.21     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Materion Corp                                                                    | MATERION CORP                                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     12611 | NS      | $1000935.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $591306.20     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599599.04     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    784000 | PA      | $768041.44     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513743.31     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    565000 | PA      | $543542.06     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896141.57     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $973380.96     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    420000 | PA      | $434969.60     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                                                    | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1237250 | PA      | $1225256.74    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                                  | MILLERKNOLL INC                                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     41498 | NS      | $805891.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3285                                                    | CUSIP: 3140J7UK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399112 | PA      | $380311.11     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QCR Holdings Inc                                                                 | QCR HOLDINGS INC                                             | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      9550 | NS      | $648445.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6412                                                    | CUSIP: 3133BGDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117269 | PA      | $115595.38     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777781.73     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                                                 | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $792975.36     | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                                                    | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224701 | PA      | $210187.04     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    148000 | PA      | $119569.48     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1188151.32    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                                                     | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2641 | PA      | $2672.35       | 0.00%             | 2038-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI                                        | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     87412 | PA      | $87373.55      | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS                                           | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69265.04      | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $2025225.33    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6285                                                    | CUSIP: 36179U6W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393302 | PA      | $369633.53     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2088                                                    | CUSIP: 3140GQKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4897 | PA      | $4772.06       | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    317469 | NS      | $30178603.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                                                       | OCUGEN INC                                                   | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |    187541 | NS      | $181989.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Winmark Corp                                                                     | WINMARK CORP                                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1926 | NS      | $727276.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1271610.41    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                                                    | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    265056 | PA      | $245922.82     | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gladstone Commercial Corp                                                        | GLADSTONE COMMER                                             | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |     28553 | NS      | $409164.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $2487616.04    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2469539.55    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Marcus & Millichap Inc                                                           | MARCUS & MILLICH                                             | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     15657 | NS      | $480826.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                                                    | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232395 | PA      | $214594.39     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                                                           | NURIX THERAPEUTI                                             | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44659 | NS      | $508666.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $137792.14     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                                                    | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49435 | PA      | $47304.45      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2580597.33    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER                                             | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596291 | PA      | $569991.07     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442922.10     | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $475513.51     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Core Laboratories Inc                                                            | CORE LABORATORIE                                             | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44837 | NS      | $516522.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1042985.87    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B                                          | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $255559.47     | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5652                                                    | CUSIP: 3140XMH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2854458 | PA      | $2864251.81    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSI Technology Inc                                                               | GSI TECHNOLOGY                                               | CUSIP: 36241U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9342 | NS      | $31389.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1623                                                    | CUSIP: 3138EHYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26072 | PA      | $27477.28      | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1296119.66    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                                             | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301301.14     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ducommun Inc                                                                     | DUCOMMUN INC                                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      8441 | NS      | $697479.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS                                            | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $213616.80     | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $891093.16     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                                                    | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25286 | PA      | $26634.96      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2100000 | PA      | $2045197.77    | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $418307.51     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alpine Income Property Trust Inc                                                 | ALPINE INCOME                                                | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $113267.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                                                    | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1072596 | PA      | $896695.43     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                                                          | PELOTON INTERA-A                                             | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    221413 | NS      | $1536606.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2766318.50    | 0.00%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                             | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1147836.92    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    767000 | PA      | $672549.08     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8454                                                    | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5773379 | PA      | $5872153.23    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BrightView Holdings Inc                                                          | BRIGHTVIEW HOLDI                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     43737 | NS      | $728221.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5428                                                    | CUSIP: 3132DTA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2192297 | PA      | $2207354.42    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J Jill Inc                                                                       | J. JILL INC                                                  | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      4000 | NS      | $58560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc                                                  | HERITAGE INSURAN                                             | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     15504 | NS      | $386669.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE I                                             | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    101915 | NS      | $39043636.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA                                        | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $416466.93     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Oceaneering International Inc                                                    | OCEANEERING INTL                                             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     62248 | NS      | $1289778.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN6696                                                    | CUSIP: 3133GDNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    722163 | PA      | $642007.07     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercury Systems Inc                                                              | MERCURY SYSTEMS                                              | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     30276 | NS      | $1630665.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466646.63     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15923                                                    | CUSIP: 3128MEYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3900 | PA      | $3854.44       | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175867.20     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bruker Corp                                                                      | BRUKER CORP                                                  | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     65539 | NS      | $2700206.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                                             | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181046.58     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4429                                                    | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194677 | PA      | $188265.97     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -100 | NC      | $-113949.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                                              | FED SIGNAL CORP                                              | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     34111 | NS      | $3630092.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $557194.64     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                                                | FIRST IND REALTY                                             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82035 | NS      | $3948344.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7117                                                    | CUSIP: 3140QS4B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1919589 | PA      | $1969226.34    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5701                                                    | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1662736 | PA      | $1690273.69    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                       | VENTAS INC                                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    271997 | NS      | $17176610.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531897.79     | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2652424.96    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    630000 | PA      | $567076.30     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $514070.03     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                                                    | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7980874 | PA      | $6509495.05    | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A4                                              | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $223071.57     | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $544662.53     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                                                    | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135589 | PA      | $137063.22     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305235.40     | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                                                    | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    725000 | PA      | $581608.37     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621679.49     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2902                                                    | CUSIP: 3132DQGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2154043 | PA      | $2159413.61    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DoubleVerify Holdings Inc                                                        | DOUBLEVERIFY HOL                                             | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86745 | NS      | $1298572.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                                                    | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1470744 | PA      | $1546822.36    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                                                   | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294633.80     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Red Cat Holdings Inc                                                             | RED CAT HOLDINGS                                             | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |     32071 | NS      | $233476.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Molson Coors Beverage Co                                                         | MOLSON COORS                                                 | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1625479.00    | 0.00%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toro Co/The                                                                      | TORO CO                                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     60283 | NS      | $4260802.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66380                                                    | CUSIP: 3128KXCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8111 | PA      | $8567.87       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                  | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412872.22     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Medical REIT Inc                                                          | GLOBAL MEDICAL R                                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     34528 | NS      | $239279.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    825000 | PA      | $734021.82     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                                                          | WARNER MUSIC-A                                               | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85752 | NS      | $2335884.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    925000 | PA      | $907443.95     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464196.23     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $459734.89     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Robert Half Inc                                                                  | ROBERT HALF INC                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     58341 | NS      | $2394898.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $975890.96     | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Renasant Corp                                                                    | RENASANT CORP                                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     55558 | NS      | $1996198.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $308346.10     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                                                    | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4272897 | PA      | $4362839.41    | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eHealth Inc                                                                      | EHEALTH INC                                                  | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     14951 | NS      | $65036.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                                                    | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47198 | PA      | $47801.73      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5198                                                    | CUSIP: 3140XLX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    804500 | PA      | $816059.27     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3                                            | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $492691.51     | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236496.82    | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                                                      | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292327 | PA      | $296094.92     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126603.86    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                                                    | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3247570 | PA      | $2892183.21    | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 731011AX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   1300000 | PA      | $1317014.39    | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 508374                                                    | CUSIP: 31383NXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1683 | PA      | $1769.69       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580891.31     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| WSFS Financial Corp                                                              | WSFS FINANCIAL                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     26747 | NS      | $1471085.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780799                                                    | CUSIP: 36225A3G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       230 | PA      | $232.52        | 0.00%             | 2028-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $262698.96     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Guild Holdings Co                                                                | GUILD HOLDINGS-A                                             | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10380 | NS      | $205212.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                                                    | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    891313 | PA      | $834232.46     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                               | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1311413.70    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                                  | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585685.99     | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                                                    | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2238749 | PA      | $1882099.93    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531805.99     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                                                       | BERRY CORP                                                   | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37120 | NS      | $102822.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                                                    | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4066323 | PA      | $4013954.48    | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    758000 | PA      | $612407.29     | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   2215000 | PA      | $1438831.51    | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Astec Industries Inc                                                             | ASTEC INDUSTRIES                                             | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     14899 | NS      | $621139.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                                                    | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    798683 | PA      | $763468.96     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                                                    | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384947 | PA      | $371656.87     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                                                    | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1192572 | PA      | $1101735.58    | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1053298.95    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A4                                                | CUSIP: 18978JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $585987.47     | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                                         | SAIA INC                                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     16239 | NS      | $4449323.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227840.52     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     36985 | NS      | $2657742.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337590.04     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                                             | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1510000 | PA      | $1389016.27    | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                                               | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490130.85     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 331092                                                    | CUSIP: 31375CXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $57.45         | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724944.68     | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ThredUp Inc                                                                      | THREDUP- CLASS A                                             | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     63794 | NS      | $477817.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                                               | CAPRI HOLDINGS L                                             | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |     79898 | NS      | $1414194.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                                                   | BOWHEAD SPECIALT                                             | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7076 | NS      | $265562.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                    | SDART 2021-3 D                                               | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57249 | PA      | $57018.79      | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                                                    | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1555585 | PA      | $1502654.31    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A4                                              | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $74426.95      | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                                                    | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185695 | PA      | $175032.71     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296820.30     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254949                                                    | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11917 | PA      | $12037.35      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aviat Networks Inc                                                               | AVIAT NETWORKS I                                             | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      7168 | NS      | $172390.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                                                    | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54281 | PA      | $55748.43      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6766                                                    | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5009481 | PA      | $4440056.39    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5530                                                    | CUSIP: 31418FEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3638260 | PA      | $3566325.27    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4785                                                      | CUSIP: 36202FJ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1169 | PA      | $1165.75       | 0.00%             | 2025-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   1700000 | PA      | $1745781.19    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QuickLogic Corp                                                                  | QUICKLOGIC CORP                                              | CUSIP: 74837P405<br>LEI: 529900V52LUN2EHHCH56 | Long             | EC               | CORP              | US        |      4076 | NS      | $25108.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| RCI Hospitality Holdings Inc                                                     | RCI HOSPITALITY                                              | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      4425 | NS      | $168681.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                                            | ANTERO RESOURCES                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    177967 | NS      | $7168510.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                                              | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1072174.70    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8565                                                    | CUSIP: 3140XQQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    798403 | PA      | $809625.26     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| comScore Inc                                                                     | COMSCORE INC                                                 | CUSIP: 20564W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2920 | NS      | $14074.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1189648.25    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3825000 | PA      | $3827720.49    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61447.70      | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4287                                                    | CUSIP: 31417AXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5232 | PA      | $5203.07       | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289888.94     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                                               | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1065000 | PA      | $831274.04     | 0.00%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002093.21    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                                    | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477923.18     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    312000 | PA      | $314375.39     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                                                    | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    541232 | PA      | $528075.89     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRI                                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    323117 | NS      | $33526619.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $2200496.31    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466996.55    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Werner Enterprises Inc                                                           | WERNER ENT                                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     36502 | NS      | $998694.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1253341.32    | 0.00%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5442                                                    | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15116 | PA      | $14980.48      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2038881.47    | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                                                 | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2379059.04    | 0.00%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5367                                                    | CUSIP: 3140X86D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    873340 | PA      | $779679.02     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                                                    | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81649 | PA      | $74366.42      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    925000 | PA      | $646250.53     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FTAI Infrastructure Inc                                                          | FTAI INFRASTRUCT                                             | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68496 | NS      | $422620.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                                        | GREIF INC-CL B                                               | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1357 | NS      | $93646.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1147082.15    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Modiv Industrial Inc                                                             | MODIV INDUSTRIAL                                             | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7600 | NS      | $107008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    375000 | PA      | $327475.70     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $618857.18     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $479637.01     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2199020.47    | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                                                    | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425443 | PA      | $421845.87     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5309                                                    | CUSIP: 3140XL3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406772 | PA      | $425554.47     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS                                            | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $92547.18      | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS                                         | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    225000 | PA      | $238239.27     | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6479000 | PA      | $6469917.85    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                                              | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454716.17     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509022.17     | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Services of America Corp                                                  | ENERGY SERVICES                                              | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6464 | NS      | $64252.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                                                | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    425000 | PA      | $461233.89     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                                  | SCHLUMBERGER LTD                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    826167 | NS      | $27924444.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                                                    | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234511 | PA      | $240917.87     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1728126.70    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2695                                                    | CUSIP: 3140L07H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    922623 | PA      | $741937.03     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $520799.82     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2271423.06    | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18604                                                    | CUSIP: 3128MMU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66427 | PA      | $64092.37      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| El Pollo Loco Holdings Inc                                                       | EL POLLO LOCO HO                                             | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     16271 | NS      | $179143.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A3                                              | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    434103 | PA      | $436893.32     | 0.00%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                                              | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    665000 | PA      | $680722.86     | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AngioDynamics Inc                                                                | ANGIODYNAMICS IN                                             | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     22092 | NS      | $219152.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4892                                                    | CUSIP: 3140X8NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227576 | PA      | $208081.91     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCEPT BioRobotics Corp                                                         | PROCEPT BIOROBOT                                             | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31564 | NS      | $1818086.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593915.76     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PMV Pharmaceuticals Inc                                                          | PMV PHARMACEUTIC                                             | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37924 | NS      | $40199.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO                                             | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $638774.12     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                                                          | COMFORT SYSTEMS                                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     21483 | NS      | $11519399.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |   2040000 | PA      | $2040494.30    | 0.00%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                                                    | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    856886 | PA      | $884131.24     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                                               | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $568874.41     | 0.00%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $267776.51     | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Produce Inc                                                              | MISSION PRODUCE                                              | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     28628 | NS      | $335520.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                                                    | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173268 | PA      | $159834.03     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    589000 | PA      | $605267.43     | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K508 A2                                                 | CUSIP: 3137HAQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $813767.44     | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125331.74     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316675.92     | 0.00%             | 2040-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480077.55     | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Neurogene Inc                                                                    | NEUROGENE INC                                                | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |      7268 | NS      | $108656.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                                                 | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $943109.50     | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                                                    | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8694 | PA      | $8725.55       | 0.00%             | 2037-04-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                                               | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557971.91     | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                                                    | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2759718 | PA      | $2818670.66    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2054066.90    | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703223.33     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1710645.93    | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    780000 | PA      | $651479.88     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K533 A2                                                 | CUSIP: 3137HHW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300451.68     | 0.00%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS                                            | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147408.47     | 0.00%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $802556.86     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                                                    | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5154 | PA      | $5301.82       | 0.00%             | 2037-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307268.47     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    244000 | PA      | $167233.88     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A2 A                                              | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $494706.67     | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                                                    | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54305 | PA      | $54236.94      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                                                    | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98348 | PA      | $96505.64      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5149                                                    | CUSIP: 3132DSWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1014039 | PA      | $1038993.15    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1279                                                    | CUSIP: 3138X0M54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487837 | PA      | $476789.53     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                                                    | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290244 | PA      | $266651.35     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                                                    | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194148 | PA      | $178973.88     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $384508.35     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318589.43     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $863356.83     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FTI Consulting Inc                                                               | FTI CONSULTING                                               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     21141 | NS      | $3414271.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2581902.10    | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN -B                                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    171435 | NS      | $4613315.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                                                    | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168302 | PA      | $163160.49     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1028654.34    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8491                                                    | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5041318 | PA      | $4941642.15    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525635.95     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2066948.85    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1149260.85    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191172.87     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1898533.66    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                                                    | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    629694 | PA      | $571344.95     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                                                    | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    911169 | PA      | $855387.73     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    865000 | PA      | $582339.15     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUTIO                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     89970 | NS      | $6704564.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                                                  | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    750000 | PA      | $471290.61     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| St Joe Co/The                                                                    | ST JOE CO                                                    | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     24927 | NS      | $1189017.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363685.03     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C                                        | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $282329.91     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   5630000 | PA      | $5654410.08    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478901                                                    | CUSIP: 36209RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1820 | PA      | $1883.23       | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS                                             | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195230.92     | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1400000 | PA      | $904623.80     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    850000 | PA      | $776329.50     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP INDUSTRIAL T                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253999.01     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                                               | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422090.38     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                                                    | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8988716 | PA      | $7478095.70    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2100000 | PA      | $2142881.39    | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                                                    | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1402754 | PA      | $1248430.86    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5906                                                    | CUSIP: 3138WFR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    680007 | PA      | $628558.28     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10746093.72   | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nerdy Inc                                                                        | NERDY INC                                                    | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40600 | NS      | $66178.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652720.37     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                                              | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720919.54     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                      | BIOMARIN PHARMAC                                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    115169 | NS      | $6330839.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                                       | AMYLYX PHARMACEU                                             | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38707 | NS      | $248111.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283970.71     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1748072.03    | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PureCycle Technologies Inc                                                       | PURECYCLE TECHNO                                             | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93329 | NS      | $1278607.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1852894.05    | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orion Energy Systems Inc                                                         | ORION ENERGY SYS                                             | CUSIP: 686275108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13570 | NS      | $8277.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                                          | DARLING INGREDIE                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     89993 | NS      | $3414334.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB1087                                                    | CUSIP: 3140AAF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2859754 | PA      | $2908501.17    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Edgewise Therapeutics Inc                                                        | EDGEWISE THERAPE                                             | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54486 | NS      | $714311.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5099                                                    | CUSIP: 3133KYUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1921686 | PA      | $1597841.14    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5                                            | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92704 | PA      | $90527.52      | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                                                           | DOLBY LABORATO-A                                             | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     36847 | NS      | $2736258.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                                            | STIFEL FINANCIAL                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     58478 | NS      | $6068846.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                                              | TITAN MACHINERY                                              | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     14860 | NS      | $294376.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                                                    | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14743 | PA      | $15551.61      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $590563.72     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                                              | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154044.65     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                                              | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   2500000 | PA      | $1714129.86    | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                                                          | BRANDYWINE RLTY                                              | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    109789 | NS      | $470994.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2398783.62    | 0.00%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0652                                                    | CUSIP: 3140W0WN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2694307 | PA      | $2720390.74    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229524.05     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                                                    | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3497952 | PA      | $2960378.73    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255863.72     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                                                    | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397623 | PA      | $383286.12     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                                                    | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87444 | PA      | $86741.14      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                                                | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1272161.90    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342381.62     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1729116.27    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Intapp Inc                                                                       | INTAPP INC                                                   | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33092 | NS      | $1708209.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                                              | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $277837.15     | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    625000 | PA      | $515203.68     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $197272.36     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                           | LIBERTY MEDIA CO                                             | CUSIP: 531229771<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28373 | NS      | $2694300.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                                       | FLOOR & DECOR-A                                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     64128 | NS      | $4871162.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                                                    | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134548 | PA      | $131354.02     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                                                 | COEUR MINING INC                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    371477 | NS      | $3291286.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                                           | APOGEE ENTERPR                                               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     13651 | NS      | $554230.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555268                                                    | CUSIP: 31385WZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3940 | PA      | $4210.69       | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                                             | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163219 | PA      | $154451.31     | 0.00%             | 2030-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5192                                                    | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2343554 | PA      | $2421009.33    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                                                    | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    804040 | PA      | $734933.60     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVE Corp                                                                         | NVE CORP                                                     | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |      2507 | NS      | $184540.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185299.94     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $721616.75     | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492499.39     | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310193.15     | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2211503.34    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1345524.83    | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    288000 | PA      | $289938.98     | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                                 | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509454.87     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                                                    | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1118816 | PA      | $1090187.10    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                                                 | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    363000 | PA      | $369804.54     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481817                                                    | CUSIP: 31382GG27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2399 | PA      | $2517.00       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1585000 | PA      | $1025972.38    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Iridium Communications Inc                                                       | IRIDIUM COMMUNIC                                             | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     55709 | NS      | $1680740.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785191                                                    | CUSIP: 3622AAUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1871709 | PA      | $1577555.06    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    147933 | NS      | $19136612.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18363                                                    | CUSIP: 3128MMMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1354 | PA      | $1350.87       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1800000 | PA      | $1513741.74    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746648.61     | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A2                                                 | CUSIP: 3137BXHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1550166.56    | 0.00%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2180218.12    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $628828.05     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A4                                              | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1020056.40    | 0.00%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     90548 | NS      | $8639184.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 A4                                              | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198799.48     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5036                                                    | CUSIP: 3133KYSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    303010 | PA      | $271820.98     | 0.00%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1100000 | PA      | $1041428.27    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $276500.30     | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                                               | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $609877.87     | 0.00%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                                              | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1252000 | PA      | $1053156.11    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3411                                                    | CUSIP: 3132DQYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    590527 | PA      | $618902.35     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                                                    | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107145 | PA      | $103766.96     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                                                             | HILLTOP HOLDINGS                                             | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     27897 | NS      | $846673.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    218520 | NS      | $60228482.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $315311.75     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356640.89     | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                                                    | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326228 | PA      | $312800.34     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                                                | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372638.62     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $678229.72     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Aemetis Inc                                                                      | AEMETIS INC                                                  | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |     20069 | NS      | $49771.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    585000 | PA      | $631608.49     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                                              | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $395462.68     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1104076.97    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies Inc                                                     | WATTS WATER TE-A                                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     16891 | NS      | $4153327.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                                   | BRINK'S CO/THE                                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     23561 | NS      | $2103761.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                                                    | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171744 | PA      | $166190.27     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                          | VF CORP                                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    238577 | NS      | $2803279.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $379037.05     | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2415                                                    | CUSIP: 3138E6VH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456212 | PA      | $439507.58     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1507558.61    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1511015.37    | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $354786.47     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530060.01     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68547                                                    | CUSIP: 3128L0P89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14118 | PA      | $14638.85      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1565715.45    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BankFinancial Corp                                                               | BANKFINANCIAL                                                | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10939 | NS      | $126564.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3720                                                    | CUSIP: 3140XKD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    782547 | PA      | $764968.65     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3165                                                    | CUSIP: 3132DQQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    934893 | PA      | $922397.11     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     78196 | NS      | $4664391.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3264                                                    | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92402 | PA      | $91258.68      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $315511.35     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                                     | ADAMAS PHARMACEUTICALS INC CVR 2025                          | CUSIP: N/A<br>LEI: 549300GRM36VBKISYJ58       | Long             | EC               | CORP              | US        |     29800 | NS      | $1788.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA                                             | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $698738.14     | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2454596.00    | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1725000 | PA      | $1665809.30    | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C38333                                                    | CUSIP: 31294FHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $127.78        | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                        | CHUBB LTD                                                    | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    230363 | NS      | $66740768.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0560                                                    | CUSIP: 3138W9TS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50917 | PA      | $50269.36      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516147.35     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                                                    | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381164 | PA      | $360111.89     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7489                                                    | CUSIP: 3140QTKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1239106 | PA      | $1306976.93    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    408000 | PA      | $338871.95     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3985                                                    | CUSIP: 3142GUNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2136589 | PA      | $2146590.32    | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    510000 | PA      | $449047.20     | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES                                             | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81684.36      | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020353.04    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                                                    | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7463 | PA      | $7755.05       | 0.00%             | 2041-02-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A                                         | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    350000 | PA      | $256075.09     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1178569.94    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190367                                                    | CUSIP: 31368HMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20238 | PA      | $20915.16      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338830.05     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736673.61     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trupanion Inc                                                                    | TRUPANION INC                                                | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     19975 | NS      | $1105616.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8569                                                    | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1937456 | PA      | $1913261.17    | 0.00%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB4206                                                    | CUSIP: 3140ADU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4678608 | PA      | $4681501.26    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $171746.00     | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                                                    | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    676930 | PA      | $624444.73     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caribou Biosciences Inc                                                          | CARIBOU BIOSCIEN                                             | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65200 | NS      | $82152.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                                                  | ZURN ELKAY WATER                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     94912 | NS      | $3470931.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444010.20     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    650000 | PA      | $560444.58     | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0200                                                    | CUSIP: 3618N5GJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49416 | PA      | $43667.38      | 0.00%             | 2055-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8385                                                    | CUSIP: 3132DWJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3260316 | PA      | $3368070.27    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28266000 | PA      | $28514431.57   | 0.05%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46778.84      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   4250000 | PA      | $4219429.32    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    405000 | PA      | $378715.39     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783114                                                    | CUSIP: 36241LN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99411 | PA      | $100489.47     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $650005.63     | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Aldeyra Therapeutics Inc                                                         | ALDEYRA THERAPEU                                             | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |     34700 | NS      | $132901.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                               | PARK NATL CORP                                               | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      9251 | NS      | $1547322.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06946                                                    | CUSIP: 3128M9BP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108497 | PA      | $112339.14     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First National Corp/VA                                                           | FIRST NAT CRP/VA                                             | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |      1110 | NS      | $21611.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    886000 | PA      | $855811.30     | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                                                      | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    162243 | PA      | $160565.24     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603330                                                    | CUSIP: 36200KHF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6128 | PA      | $6292.00       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Heartland Express Inc                                                            | HEARTLAND EXPRES                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     32424 | NS      | $280143.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81772.43      | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $162577.20     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4047228.56    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4681                                                    | CUSIP: 31417BFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248390 | PA      | $233854.60     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4745                                                    | CUSIP: 3140E9HX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224326 | PA      | $216757.84     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                                                    | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1846870 | PA      | $1633619.23    | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A1 A                                              | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    725000 | PA      | $734410.72     | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563152.74     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1612000 | PA      | $1600820.52    | 0.00%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Xeris Biopharma Holdings Inc                                                     | XERIS BIOPHARMA                                              | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84399 | NS      | $394143.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM                                            | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $119610.84     | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00538                                                    | CUSIP: 31292GS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $118.15        | 0.00%             | 2027-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                                                    | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20995 | PA      | $20270.91      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                                                    | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117548 | PA      | $116536.47     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                                                 | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |     51870 | NS      | $7475504.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                                             | GLOBAL NET LEASE                                             | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    127197 | NS      | $960337.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1538233.99    | 0.00%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2351700.24    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP                                             | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $954119.55     | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $965661.04     | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A4                                              | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276567.14     | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $738719.77     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison & Co Inc                                                         | PHILLIPS EDISON                                              | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     77701 | NS      | $2721866.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A3                                              | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    415000 | PA      | $418045.44     | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2099                                                    | CUSIP: 3140XHKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2210093 | PA      | $1662150.90    | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72339800 | PA      | $66733465.50   | 0.12%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                                             | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $774622.18     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                                                    | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371654 | PA      | $364117.46     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                                                               | RIOT PLATFORMS I                                             | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    209902 | NS      | $2371892.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    550000 | PA      | $417044.06     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                                                    | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173625 | PA      | $164795.60     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563564.47     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $2013130.53    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS-B                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    104122 | NS      | $5007226.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                                                    | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469450 | PA      | $455252.24     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties Inc                                                      | SUMMIT HOTEL PRO                                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     63207 | NS      | $321723.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                                                    | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625065 | PA      | $576600.65     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $235715.92     | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                                                    | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275445 | PA      | $290140.27     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A3                                               | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267865 | PA      | $269313.94     | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1468093.73    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                                                 | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126440.42     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                                                    | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113532 | PA      | $114670.58     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA                                             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     36310 | NS      | $1952388.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $701041.05     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16521500 | PA      | $12349175.92   | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1549139.38    | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00446                                                    | CUSIP: 31292GP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $19.67         | 0.00%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Palomar Holdings Inc                                                             | PALOMAR HOLDINGS                                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     15564 | NS      | $2400747.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A4                                              | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $123988.14     | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5461                                                    | CUSIP: 31417CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56092 | PA      | $51175.98      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1700567.68    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                                                    | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56845 | PA      | $55722.03      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706170.48     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1666551.03    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                   | EATON CORP PLC                                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    236339 | NS      | $84370659.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888104.32     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6124                                                    | CUSIP: 31329PYV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62649 | PA      | $60752.22      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                                               | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    564000 | PA      | $561168.02     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                                                   | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548015.96     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421791.99     | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982956.87     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451071.21     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    137591 | NS      | $40129791.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                                                               | C & F FINANCIAL                                              | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |      1671 | NS      | $103150.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                                              | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    151550 | NS      | $24202535.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLO                                             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    523465 | NS      | $40516191.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5165                                                    | CUSIP: 3140XLW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727087 | PA      | $718220.83     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841749.63     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntsman Corp                                                                    | HUNTSMAN CORP                                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    101134 | NS      | $1053816.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                                                    | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4650943 | PA      | $3912919.90    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                                                    | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28805 | PA      | $30392.14      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A4                                              | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50773.17      | 0.00%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $1063751.60    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                                                      | COLUMBIA BANKING                                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128529 | NS      | $3005008.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                                                | HONEST CO INC/TH                                             | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52806 | NS      | $268782.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642203.23     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                                                    | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214100 | PA      | $202676.99     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1788000 | PA      | $1758009.95    | 0.00%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1205227.70    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220471.97     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2321000 | PA      | $2154192.11    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                                                   | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $618558.13     | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                                               | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $674952.16     | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     88691 | NS      | $11138702.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                                                 | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1115000 | PA      | $994476.08     | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765822.37     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1516906.88    | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704829.72     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415691.93     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Worthington Steel Inc                                                            | WORTHINGTON STEE                                             | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     23759 | NS      | $708730.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                                               | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203229.62     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                                                  | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    346000 | PA      | $255020.43     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367094.74     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   1429000 | PA      | $1473158.87    | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019377.93    | 0.00%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $1856143.27    | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171343.22     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518837.44     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                                               | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498013.93     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9903                                                    | CUSIP: 3138ESAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    579235 | PA      | $597620.02     | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421652.53     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499286.09     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                              | BELLRING BRANDS                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     78009 | NS      | $4519061.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                                       | TWILIO INC - A                                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     83511 | NS      | $10385427.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                                           | DXP ENTERPRISES                                              | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7285 | NS      | $638530.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    624000 | PA      | $636113.86     | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Group Inc                                                            | AVIS BUDGET GROU                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      9687 | NS      | $1637587.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA                                             | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    475000 | PA      | $569385.52     | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP NA                                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     88384 | NS      | $4590664.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                                                    | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3307937 | PA      | $3417265.60    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                                               | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $242949.35     | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carriage Services Inc                                                            | CARRIAGE SERVICE                                             | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8479 | NS      | $387829.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $943184.17     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    825000 | PA      | $765628.67     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                                                    | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1049184 | PA      | $996537.79     | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259850.25     | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $252383.88     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                                                    | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1875457 | PA      | $1518718.06    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C38530                                                    | CUSIP: 31294FPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1048 | PA      | $1102.65       | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3529                                                    | CUSIP: 3132DQ4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    672488 | PA      | $681099.83     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1088046.56    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3003452.68    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                                                    | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9510 | PA      | $9633.67       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1200000 | PA      | $1183561.58    | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                                                    | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5230 | PA      | $5204.80       | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                                      | ROBLOX CORP - A                                              | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    362964 | NS      | $38183812.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932390                                                    | CUSIP: 31412Q2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69745 | PA      | $69104.67      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                                             | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1069719.49    | 0.00%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1262381.69    | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                                                    | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63812 | PA      | $61979.85      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519657.67    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Consumer Portfolio Services Inc                                                  | CONSUMER PORTFOL                                             | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5489 | NS      | $53956.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   2090000 | PA      | $2093579.76    | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605224                                                    | CUSIP: 36200NLD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11801 | PA      | $11914.32      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A4                                              | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $73985.25      | 0.00%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195438.28     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD CO                                             | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     40585 | NS      | $5883201.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277149.07     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                                               | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $265099.95     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1265                                                    | CUSIP: 3142GRMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1565578 | PA      | $1569481.25    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    426000 | PA      | $456085.77     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1542                                                    | CUSIP: 3140XGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2271945 | PA      | $2069800.21    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                                                    | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1090224 | PA      | $958812.10     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                                                | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575222.88     | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB CORP                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502858.12     | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                                                | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378267.46     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1039152.54    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Braze Inc                                                                        | BRAZE INC-A                                                  | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     45737 | NS      | $1285209.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254983.96     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                                                    | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1463138 | PA      | $1375733.81    | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                             | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1159165.04    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                                               | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      4700 | NS      | $3247042.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1261549.73    | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101821.25     | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Dime Community Bancshares Inc                                                    | DIME COMMUNITY B                                             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24474 | NS      | $659329.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                                                      | LIFE360 INC                                                  | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |     46557 | NS      | $3037844.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCJ3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    639000 | PA      | $626637.11     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION                                            | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    206961 | PA      | $211871.09     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                              | VICI PROPERTIES                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    637476 | NS      | $20781717.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                                                    | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116489 | PA      | $118006.70     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                                   | MURPHY USA INC                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     10843 | NS      | $4410932.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639147.08     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61886000 | PA      | $57841653.36   | 0.10%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447514.37     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485794                                                    | CUSIP: 36209YUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1056 | PA      | $1084.10       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $761395.11     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    950000 | PA      | $748053.71     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                                                    | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1475667 | PA      | $1240582.50    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858583.71     | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1075476.36    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                                                    | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177042 | PA      | $166716.34     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354732.99     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    129083 | NS      | $39960224.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253395                                                    | CUSIP: 31371JNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4359 | PA      | $4606.59       | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1520017 | NS      | $120324545.72  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316561.72     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                                                    | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4919016 | PA      | $4618770.16    | 0.01%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4348                                                    | CUSIP: 3132E0ZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1591903 | PA      | $1663295.74    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ventyx Biosciences Inc                                                           | VENTYX BIOSCIENC                                             | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22928 | NS      | $49065.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 AS                                               | CUSIP: 55376CAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208634.26     | 0.00%             | 2056-05-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8278                                                    | CUSIP: 3133KQFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1246311 | PA      | $1227998.24    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                                                    | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146239 | PA      | $131078.77     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051398.09    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                                                | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379067.87     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    635000 | PA      | $648909.06     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466822.83     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17700000 | PA      | $13946355.51   | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1518777.60    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GROUP IN                                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    154642 | NS      | $7948598.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101807.11     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A3                                              | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151703.42     | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                                              | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1440111.56    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Kforce Inc                                                                       | KFORCE INC                                                   | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     11689 | NS      | $480768.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                                                    | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192800 | PA      | $181481.81     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145504.11     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255334.73     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180045.02     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $239925.33     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                                                    | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216240 | PA      | $205825.99     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                                                    | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339822 | PA      | $313194.62     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7271                                                    | CUSIP: 3140M9CH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202451 | PA      | $210186.19     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940885                                                    | CUSIP: 31413BXN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9681 | PA      | $10148.22      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                                                    | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340056 | PA      | $336959.02     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $966502.42     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375353.21     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                                                    | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3142497 | PA      | $2869993.67    | 0.00%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                                                  | UNITI GROUP INC                                              | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    142515 | NS      | $615664.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                                                      | ARDELYX INC                                                  | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    137166 | NS      | $537690.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1962857.46    | 0.00%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2058651.07    | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293674.82     | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525947.31     | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TEC                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    104908 | NS      | $17190224.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299027.62     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 ASB                                           | CUSIP: 12635QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8055 | PA      | $8043.84       | 0.00%             | 2048-10-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $900016.43     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350905.45     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                                                      | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $541895.93     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $266347.86     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE                                             | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $1083535.52    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                                                    | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5099 | PA      | $5298.37       | 0.00%             | 2041-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2007-A3 A3                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    391000 | PA      | $431250.09     | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                                                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     31608 | NS      | $9921751.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                                               | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $547824.20     | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Corvus Pharmaceuticals Inc                                                       | CORVUS PHARMACEU                                             | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |     33278 | NS      | $133112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $880243.84     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S                                             | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623838.45     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929785.90     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| America's Car-Mart Inc/TX                                                        | AMERICA'S CAR-MA                                             | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4309 | NS      | $241476.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315625.93     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    502000 | PA      | $503848.84     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                        | SPIRE INC                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     34766 | NS      | $2537570.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                                                    | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    473240 | PA      | $464893.16     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                                                    | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2028938 | PA      | $1803397.38    | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    805000 | PA      | $844970.64     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1522000 | PA      | $1544013.38    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Farmland Partners Inc                                                            | FARMLAND PARTNER                                             | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     17689 | NS      | $203600.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $512868.57     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 660136                                                    | CUSIP: 31390YLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3122 | PA      | $3310.02       | 0.00%             | 2032-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ethan Allen Interiors Inc                                                        | ETHAN ALLEN                                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14752 | NS      | $410843.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                    | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400884.79     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1285890.21    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492615.63     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                                                   | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $318743.26     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1046485.18    | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                                                    | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    855562 | PA      | $787665.97     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252438                                                    | CUSIP: 31371HLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       990 | PA      | $1009.02       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435656.47     | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A4                                              | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $205185.66     | 0.00%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87115000 | PA      | $85811677.71   | 0.15%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 7/25                                                | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5480000 | PA      | $4932214.82    | 0.01%             | 2025-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548067.77     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413381.67     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                                                    | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1762907 | PA      | $1573845.18    | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS                                             | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105045.09     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP                                             | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122802.60     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1371999.76    | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                                                 | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $676894.79     | 0.00%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                                                      | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     20637 | NS      | $3031368.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509562.13     | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    650000 | PA      | $579741.68     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K063 A2                                                 | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1775000 | PA      | $1753905.19    | 0.00%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD5046                                                    | CUSIP: 3140FCTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433220 | PA      | $399359.47     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $630071.02     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Donnelley Financial Solutions Inc                                                | DONNELLEY FINANC                                             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     16200 | NS      | $998730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                                                    | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1510220 | PA      | $1323935.47    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                                                    | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14517 | PA      | $15136.70      | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                                                    | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178757 | PA      | $168273.75     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $506568.09     | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Arlo Technologies Inc                                                            | ARLO TECHNOLOGIE                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     58072 | NS      | $984901.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A1                                                 | CUSIP: 3137FKUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26918 | PA      | $26749.49      | 0.00%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    259000 | PA      | $256403.23     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862338.81     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3258                                                    | CUSIP: 3140XJTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    668079 | PA      | $677260.49     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502050.83     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1367921.59    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1279391.32    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $602612.87     | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $670554.13     | 0.00%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Taylor Devices Inc                                                               | TAYLOR DEVICES                                               | CUSIP: 877163105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2715 | NS      | $117831.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                                                    | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1737076 | PA      | $1555798.54    | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431280.75     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                               | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    477000 | PA      | $422110.72     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 554168                                                    | CUSIP: 36213GTZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5541 | PA      | $5734.02       | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37011000 | PA      | $37061601.07   | 0.06%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 631180                                                    | CUSIP: 36291LFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9690 | PA      | $9786.59       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4                                            | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2439840.89    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                                                    | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11367 | PA      | $11748.34      | 0.00%             | 2040-06-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1402386.27    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1765998.24    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126030.79     | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                                                    | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3941206 | PA      | $3673034.11    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $297503.71     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                                                    | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4281981 | PA      | $3417974.96    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924185.65     | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                                             | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    525000 | PA      | $403063.68     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1209789.33    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                                                    | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122465 | PA      | $119540.31     | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2025-K541 Mortgage Trust                                                   | FHMS K541 A2                                                 | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3019566.30    | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    550000 | PA      | $358280.81     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655634.16     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5274                                                    | CUSIP: 36184B2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59154 | PA      | $56716.42      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                                             | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202678.65     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889645                                                    | CUSIP: 31410KL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69524 | PA      | $73119.78      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                     | ORGANON & CO                                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    156839 | NS      | $1518201.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                                                  | PORCH GROUP INC                                              | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     53159 | NS      | $626744.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $917360.12     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326909.39     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489556.37     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0290                                                    | CUSIP: 3138MTKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    843223 | PA      | $806428.30     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3402                                                    | CUSIP: 3132DQX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1758189 | PA      | $1731420.47    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $4052314.63    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359580.77     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    540000 | PA      | $549038.11     | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                                             | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369043.63     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9853                                                    | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2473209 | PA      | $2537331.26    | 0.00%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18701000 | PA      | $14001643.29   | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID                                             | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407506.47     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC                                             | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    435000 | PA      | $341564.21     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   3400000 | PA      | $3431223.29    | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421914.30     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cass Information Systems Inc                                                     | CASS INFORMATION                                             | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      6831 | NS      | $296806.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                                             | MID PENN BANCORP                                             | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13074 | NS      | $368686.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53439000 | PA      | $32649976.39   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                                                     | SITEONE LANDSCAP                                             | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     27727 | NS      | $3353303.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2023-A1 A1                                             | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100302.25     | 0.00%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $457617.51     | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635042.54     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                               | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95538 | NS      | $28032759.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1040570.29    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $347804.48     | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Aerovate Therapeutics Inc                                                        | JADE BIOSCIENCES                                             | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29586 | NS      | $295564.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN 458863                                                    | CUSIP: 36208RWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       755 | PA      | $765.07        | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                                                    | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    891464 | PA      | $878124.38     | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5105                                                    | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2550971 | PA      | $2444043.13    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1569130.01    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                                                      | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79978 | PA      | $81010.86      | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                                                    | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15921 | PA      | $16360.76      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                                                    | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    896054 | PA      | $848244.34     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6508                                                    | CUSIP: 3140XNGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    784453 | PA      | $827175.48     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202779.77     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                                                    | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    894408 | PA      | $782686.00     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A3                                              | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7095 | PA      | $7085.55       | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462534.82    | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $513964.19     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Midland States Bancorp Inc                                                       | MIDLAND STATES B                                             | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     13432 | NS      | $232642.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                                                    | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25548 | PA      | $25880.09      | 0.00%             | 2042-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                                                  | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236603.41     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Heritage Global Inc                                                              | HERITAGE GLOBAL                                              | CUSIP: 42727E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $32856.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                                                    | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    264322 | PA      | $252932.23     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OnKure Therapeutics Inc                                                          | ONKURE THERAPEUT                                             | CUSIP: 68277Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8445 | NS      | $20183.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    477000 | PA      | $493047.73     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1149323.45    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836479.23     | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423028.98     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0985                                                    | CUSIP: 3133BACW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103249 | PA      | $81834.65      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00592                                                    | CUSIP: 31292GUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       471 | PA      | $494.90        | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1986                                                    | CUSIP: 3132DPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1609207 | PA      | $1629814.12    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gitlab Inc                                                                       | GITLAB INC-CL A                                              | CUSIP: 37637K108<br>LEI: 9845004Y40FACG81ED49 | Long             | EC               | CORP              | US        |     78942 | NS      | $3561073.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                                             | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $230112.11     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE                                             | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998851.65     | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Recovery Inc                                                              | ENERGY RECOVERY                                              | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     31443 | NS      | $401841.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $508563.83     | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430034.26     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                                                    | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293926 | PA      | $282863.41     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    395931 | NS      | $29999691.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                                              | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607204 | PA      | $594547.16     | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    725000 | PA      | $663815.65     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                                                    | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1705790 | PA      | $1623849.34    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Clearside Biomedical Inc                                                         | CLEARSIDE BIOMED                                             | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |     33500 | NS      | $26800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                                                    | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    863996 | PA      | $698031.16     | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tela Bio Inc                                                                     | TELA BIO INC                                                 | CUSIP: 872381108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13582 | NS      | $26349.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603223.10     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500821.34     | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198779.14     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1271893.81    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1076584.95    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735893                                                    | CUSIP: 31402RRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126048 | PA      | $127480.17     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                                                    | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    869770 | PA      | $792305.68     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $611383.61     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $245423.29     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A3                                              | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189470 | PA      | $190332.74     | 0.00%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    281000 | PA      | $278483.25     | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National HealthCare Corp                                                         | NATL HEALTHCARE                                              | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7923 | NS      | $847840.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270885.53     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | WFCM 2019-C49 A5                                             | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $955983.70     | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3656                                                    | CUSIP: 3138WDB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38929 | PA      | $38236.84      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400367.70     | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                                                      | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1163774.44    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                                                    | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92870 | PA      | $91964.89      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605105.03     | 0.00%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4                                             | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $583917.90     | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                                                | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276368.22     | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                             | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $336830.54     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                                                 | HEALTHEQUITY INC                                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     49789 | NS      | $5215895.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $663044.98     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors Inc                                                    | ACADEMY SPORTS &                                             | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38198 | NS      | $1711652.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                                                | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253590.92     | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064863.89    | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                                                    | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143816 | PA      | $142629.03     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                                                 | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1224608.39    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO                                             | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $465173.93     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Azenta Inc                                                                       | AZENTA INC                                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     24679 | NS      | $759619.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                                                      | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120513 | PA      | $122093.76     | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473391.11    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   3550000 | PA      | $3565493.71    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                                                 | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107209 | PA      | $98078.57      | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                                             | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    635000 | PA      | $630085.43     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425352.46     | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $354778.98     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61048.31      | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                                                    | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    790556 | PA      | $631533.86     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $967103.02     | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    515836 | NS      | $29155050.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                                           | CATHAY GENERAL B                                             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     41109 | NS      | $1871692.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                                                       | PEPGEN INC                                                   | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148114 | NS      | $164406.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD0567                                                    | CUSIP: 3132DMTY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    936079 | PA      | $749832.33     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ArcBest Corp                                                                     | ARCBEST CORP                                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     11172 | NS      | $860355.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                                | SOLARIS ENERGY I                                             | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     23580 | NS      | $667078.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5                                             | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2235754.55    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1250445.81    | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01648                                                    | CUSIP: 31292HZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209678 | PA      | $212070.31     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources Inc                                                      | GRANITE RIDGE RE                                             | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     46967 | NS      | $299179.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4032                                                    | CUSIP: 3142GUPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1032790 | PA      | $1068775.36    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATH-A                                             | CUSIP: 084670108<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        81 | NS      | $59032800.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                                                    | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45518 | PA      | $45201.86      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $821507.05     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344368.14     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $977971.55     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH                                          | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    800000 | PA      | $833216.40     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    745000 | PA      | $717167.59     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                                                    | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14527 | PA      | $14946.79      | 0.00%             | 2037-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265647.61     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1032943.84    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wheels Up Experience Inc                                                         | WHEELS UP EXPERI                                             | CUSIP: 96328L205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75718 | NS      | $81018.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Digital Corp                                                             | WESTERN DIGITAL                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    211784 | NS      | $13552058.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                                                    | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3906 | PA      | $4074.81       | 0.00%             | 2038-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    905000 | PA      | $639913.11     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658557.41     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cal-Maine Foods Inc                                                              | CAL-MAINE FOODS                                              | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     24337 | NS      | $2424695.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    775000 | PA      | $736320.95     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                                                         | GIBRALTAR INDUST                                             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19451 | NS      | $1147609.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $534271.64     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954877                                                    | CUSIP: 31413TJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53477 | PA      | $56303.94      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31343000 | PA      | $28716799.49   | 0.05%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611956.31     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252875                                                    | CUSIP: 31371H2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       395 | PA      | $406.60        | 0.00%             | 2029-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22842000 | PA      | $18775945.60   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN                                             | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3150000 | PA      | $3130403.62    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8199                                                    | CUSIP: 3132D6DC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213676 | PA      | $213286.16     | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                                                    | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133097 | PA      | $121063.97     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3160                                                    | CUSIP: 3140XJQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2368335 | PA      | $2063621.02    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                                                    | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    346087 | PA      | $319726.35     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $497646.26     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2296378.62    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3467180.94    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    330108 | NS      | $17102895.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 777899                                                    | CUSIP: 31404TGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18080 | PA      | $18262.32      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                                                    | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126647 | PA      | $123789.76     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    337850 | NS      | $74958779.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2013079.31    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                                           | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $229760.13     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                                                    | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    735715 | PA      | $678020.22     | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                                                    | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18610 | PA      | $18394.37      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2707                                                    | CUSIP: 3132DQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2008882 | PA      | $1984385.90    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1445791.09    | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                                            | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $269077.63     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4                                           | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246794.53     | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366709.38     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                                        | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $468810.41     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8003                                                    | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124008 | PA      | $116810.41     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                                               | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2295000 | PA      | $1996415.22    | 0.00%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1827363.28    | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $467108.42     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                                                    | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22318995 | PA      | $17794609.10   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $845454.92     | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                                                    | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    419000 | PA      | $435356.31     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46840000 | PA      | $45683637.50   | 0.08%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501339.54     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                                                    | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    701826 | PA      | $662003.36     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $442049.38     | 0.00%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    425000 | PA      | $319145.75     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7065                                                    | CUSIP: 3132DUZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1692082 | PA      | $1660212.87    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN                                             | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240705.76     | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    245840 | NS      | $75817056.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    505000 | PA      | $489792.13     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE                                             | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    650000 | PA      | $557092.14     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                                                 | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    500000 | PA      | $556762.30     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC                                             | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505882.29     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                                                    | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425098 | PA      | $413994.25     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1770537.48    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                                                    | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88119 | PA      | $86510.48      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                                                              | MR COOPER GROUP                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     38819 | NS      | $5792182.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2177654.00    | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255810                                                    | CUSIP: 31371MDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5844 | PA      | $5825.71       | 0.00%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00490                                                    | CUSIP: 31292GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $81.58         | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726183.98     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    340437 | NS      | $10008847.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                                                    | AMERICAN PUBLIC                                              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      9471 | NS      | $288486.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     15626 | NS      | $5125328.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266895.62     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                                              | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1480532.79    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482073.55     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rafael Holdings Inc                                                              | RAFAEL HOLDING-B                                             | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27897 | NS      | $48261.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40606000 | PA      | $40225318.75   | 0.07%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                                                    | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $880929.57     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884633.96     | 0.00%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    720000 | PA      | $500713.13     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Proto Labs Inc                                                                   | PROTO LABS INC                                               | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     15181 | NS      | $607847.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $288689.82     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A4                                              | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $255199.78     | 0.00%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1076863.65    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                                              | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $444241.26     | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Viemed Healthcare Inc                                                            | VIEMED HEALTHCAR                                             | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20899 | NS      | $144412.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                                                 | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $943101.89     | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $634357.55     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Expro Group Holdings NV                                                          | EXPRO GROUP HOLD                                             | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |     60536 | NS      | $520004.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228459.99     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Inozyme Pharma Inc                                                               | INOZYME PHARMA I                                             | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29430 | NS      | $117720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                                              | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    707000 | PA      | $624104.93     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $577433.63     | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp                                                      | NATIONAL-CL A                                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28650 | NS      | $1077526.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                                                     | MEDICAL PROPERTI                                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    283971 | NS      | $1223915.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN BJ4644                                                    | CUSIP: 3140H6ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233750 | PA      | $220839.92     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    392000 | PA      | $442320.52     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514568.68     | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Sutro Biopharma Inc                                                              | SUTRO BIOPHARMA                                              | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     49072 | NS      | $35032.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                                                    | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357105 | PA      | $341396.66     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                                                    | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    725000 | PA      | $842695.12     | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253397                                                    | CUSIP: 31371JNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $130.41        | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240706.43     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                                                 | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $272102.90     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                                                    | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86807 | PA      | $84854.34      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318535.06     | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    325000 | PA      | $239898.85     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1273396.27    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                                                    | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495815 | PA      | $491047.27     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512169.43     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Theravance Biopharma Inc                                                         | THERAVANCE B                                                 | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | US        |     26350 | NS      | $290640.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                                                | UNIVERSAL TECHNI                                             | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     32391 | NS      | $1097730.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                                | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $552110.27     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                                                    | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48834 | PA      | $49464.89      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                                                    | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1592558 | PA      | $1373583.39    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                                                    | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1176916 | PA      | $1078812.55    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                                                    | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1635475 | PA      | $1550257.59    | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Praxis Precision Medicines Inc                                                   | PRAXIS PRECISION                                             | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10977 | NS      | $461582.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RF Industries Ltd                                                                | RF INDS                                                      | CUSIP: 749552105<br>LEI: 529900MVE73NJ5FHP926 | Long             | EC               | CORP              | US        |      3910 | NS      | $25297.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                                                 | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $340483.00     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc                                                                       | RUBRIK INC-A                                                 | CUSIP: 781154109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71398 | NS      | $6396546.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $475444.37     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                                              | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $106100.25     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506135.00     | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    370000 | PA      | $310504.98     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A                                         | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    275000 | PA      | $277922.21     | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7707                                                    | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2916490 | PA      | $2662673.42    | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                                                      | TWO HARBORS INVE                                             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     61485 | NS      | $662193.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                                                    | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738418 | PA      | $699019.63     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                                               | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682897.91     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246951.15     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                                              | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1000697.14    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0092                                                    | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9794942 | PA      | $9810344.88    | 0.02%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                                                    | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4304538 | PA      | $3808517.97    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4831                                                    | CUSIP: 3140XLLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    714787 | PA      | $711655.78     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $600067.59     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991124.35     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                                               | FORESTAR GROUP                                               | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     10316 | NS      | $206320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                                                    | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56344 | PA      | $55809.45      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498765.25     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309294.68     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                                                 | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $537645.44     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ClearPoint Neuro Inc                                                             | CLEARPOINT NEURO                                             | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17134 | NS      | $204579.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                                             | AURA BIOSCIENCES                                             | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26790 | NS      | $167705.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487771.09     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768833.62     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CTS Corp                                                                         | CTS CORP                                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     18505 | NS      | $788498.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1277558.05    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1480805.07    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    815000 | PA      | $786040.13     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     70833 | NS      | $2957277.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                                             | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490808.65     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                                              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     32874 | NS      | $6502805.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                                    | INGEVITY CORP                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     22680 | NS      | $977281.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                    | OAKTREE STRATEG                                              | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    450000 | PA      | $485166.79     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629478.10     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                                             | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429551.78     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346114.51     | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                                                    | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    588734 | PA      | $579372.78     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-157 A2                                                | CUSIP: 3137HAAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $835430.58     | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                                                    | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8753755 | PA      | $7137149.88    | 0.01%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2008004.72    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                                           | PAYLOCITY HOLDIN                                             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     26415 | NS      | $4786133.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                                                  | SENTINELONE IN-A                                             | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |    193283 | NS      | $3533213.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    350000 | PA      | $240350.83     | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2018-4 A                                               | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $695798.25     | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Archrock Inc                                                                     | ARCHROCK INC                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    103563 | NS      | $2571469.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    332945 | NS      | $13404365.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                            | URBAN EDGE P                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77411 | NS      | $1444489.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    909000 | PA      | $975767.90     | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                                               | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $437696.92     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9467                                                    | CUSIP: 3138EEQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24729 | PA      | $24414.16      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS                                            | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $378144.08     | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM                                            | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89996.28      | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143462.22     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                                             | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $753246.31     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sanara Medtech Inc                                                               | SANARA MEDTECH I                                             | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $90848.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                                                    | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2851890 | PA      | $2661403.68    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $847824.34     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Harrow Inc                                                                       | HARROW INC                                                   | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18403 | NS      | $562027.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                                                    | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5048146 | PA      | $4710964.22    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405371.91     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $454717.99     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    109946 | NS      | $16862418.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $493865.56     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                                                                    | MODIVCARE INC                                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      7012 | NS      | $21877.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puget Energy Inc                                                                 | PUGET ENERGY                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386686.23     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12604                                                    | CUSIP: 3128PR3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       223 | PA      | $222.18        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254706.70     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blue Foundry Bancorp                                                             | BLUE FOUNDRY BAN                                             | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     11548 | NS      | $110514.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    870000 | PA      | $681587.05     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                                                        | ZOOMINFO TECH                                                | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |    177596 | NS      | $1797271.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504379.85     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                             | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276148.29     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    890000 | PA      | $900045.81     | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                                               | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $467872.50     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                                                             | DYCOM INDS                                                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     16250 | NS      | $3971337.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                                              | COLONY BANKCORP                                              | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $184464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9852                                                    | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4875588 | PA      | $4950028.53    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $665963.27     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319736.33     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    560000 | PA      | $534058.38     | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1454180.92    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                                                           | AKERO THERAPEUTI                                             | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     46941 | NS      | $2504771.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                                         | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306678.75     | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alexander's Inc                                                                  | ALEXANDER'S INC                                              | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |      1097 | NS      | $247176.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1730917.79    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426329.02     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                                         | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $332215.75     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                                                  | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230522.11    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California BanCorp                                                               | CALIFORNIA BANCO                                             | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |     15639 | NS      | $246470.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA                                             | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576042.04     | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346283.69     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4695                                                    | CUSIP: 3132DSGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1231779 | PA      | $1282401.98    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254613                                                    | CUSIP: 31371KYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5682 | PA      | $6014.44       | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2215608.76    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572080.31     | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1550000 | PA      | $1400457.15    | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310252.81     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195028.07     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4                                             | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24824.52      | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1074241.95    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $3002327.61    | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2290245.54    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $267832.50     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     75328 | NS      | $19537823.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3590                                                    | CUSIP: 3132DQ7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1354447 | PA      | $1371792.07    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rumble Inc                                                                       | RUMBLE INC                                                   | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54595 | NS      | $490263.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Emergent BioSolutions Inc                                                        | EMERGENT BIOSOLU                                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     30360 | NS      | $193696.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                                             | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293924.54     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491535.68     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Anixa Biosciences Inc                                                            | ANIXA BIOSCIENCE                                             | CUSIP: 03528H109<br>LEI: 549300PW2C2QTAJL2D19 | Long             | EC               | CORP              | US        |     12599 | NS      | $41576.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                                                       | GUARANTY BANCSHR                                             | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3925 | NS      | $166577.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569265.16     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                                                      | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    267586 | PA      | $271060.94     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                                                    | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359589 | PA      | $356434.89     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                                                    | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389217 | PA      | $376283.35     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $216267.51     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590246.79     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1505297.18    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 445892                                                    | CUSIP: 36207YKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       991 | PA      | $1017.85       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $873951.48     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB                                        | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    410000 | PA      | $430759.04     | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Destination XL Group Inc                                                         | DESTINATION XL G                                             | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34900 | NS      | $38739.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                                                    | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5812926 | PA      | $4375376.85    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                                                    | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283872 | PA      | $261667.94     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                                          | KRATOS DEFENSE &                                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    100758 | NS      | $4680209.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                                                    | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198698 | PA      | $196875.64     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787172                                                    | CUSIP: 3622AC2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    584459 | PA      | $611027.71     | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    431000 | PA      | $441635.74     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    665000 | PA      | $673228.52     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773574                                                    | CUSIP: 31404NMX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16013 | PA      | $16493.55      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571605.04     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                                                    | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63568 | PA      | $63478.35      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                                                    | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10523 | PA      | $10743.48      | 0.00%             | 2034-11-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1398574.57    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                                                | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456487.64     | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                              | DIEBOLD NIXDORF                                              | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     15972 | NS      | $884848.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834157.04     | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC                                             | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476585.94     | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR                                             | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    245000 | PA      | $146290.78     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                                                    | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1213045 | PA      | $1240948.07    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Expensify Inc                                                                    | EXPENSIFY INC-A                                              | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26560 | NS      | $68790.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1205731.34    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    575000 | PA      | $473518.68     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4397                                                    | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326610 | PA      | $245634.90     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                                                 | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241604.90     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                                             | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $141677.23     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35722000 | PA      | $27092904.38   | 0.05%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2107725.85    | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                                                    | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322317 | PA      | $310199.74     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH                                           | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    391472 | PA      | $383342.89     | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                                                | MIDDLEBY CORP                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     28516 | NS      | $4106304.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FIN                                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     95095 | NS      | $14161547.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1760000 | PA      | $1773559.01    | 0.00%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                                                    | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51846 | PA      | $54559.43      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                                              | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490866.41     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     79702 | NS      | $5883601.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                                                | AEROVIRONMENT IN                                             | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     20651 | NS      | $5884502.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8814                                                    | CUSIP: 3140HNYL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96428 | PA      | $93629.46      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2415                                                    | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238670 | PA      | $227203.93     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                                                    | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2738780 | PA      | $2366415.21    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard BioTools Inc                                                            | STANDARD BIOTOOL                                             | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |    168508 | NS      | $202209.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18702                                                    | CUSIP: 3128PYU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45417 | PA      | $44888.25      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9830                                                    | CUSIP: 3140QV4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1474789 | PA      | $1542427.24    | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $323678.77     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7506                                                    | CUSIP: 3140XPKU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1083295 | PA      | $1094120.76    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS                                            | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $272987.34     | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                                             | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $618124.11     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478323.19     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8525                                                    | CUSIP: 3132DWPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3370535 | PA      | $3426620.14    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329773.44     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                                                    | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7524 | PA      | $7932.81       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                                                    | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272654 | PA      | $247926.45     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251076.48     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                                                    | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1124690 | PA      | $1097701.55    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                                                    | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    722477 | PA      | $690055.86     | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group Inc                                                     | HYDROFARM HOLDIN                                             | CUSIP: 44888K407<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |      2418 | NS      | $9043.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518209.35     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Hudson Technologies Inc                                                          | HUDSON TECH                                                  | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24429 | NS      | $198363.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    300000 | PA      | $171847.92     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5                                             | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $765352.34     | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90956                                                    | CUSIP: 3128P7BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2165 | PA      | $2161.97       | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL INC                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    310510 | NS      | $9402242.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    700000 | PA      | $703729.53     | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   3373000 | PA      | $3359585.74    | 0.01%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                                                      | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    548732 | PA      | $555936.10     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                          | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $253639.68     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Summit Therapeutics Inc                                                          | SUMMIT THERAPEUT                                             | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46167 | NS      | $982433.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RA7557                                                    | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1769062 | PA      | $1698501.60    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                                                    | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92020 | PA      | $93062.52      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027902.26    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services Inc                                                          | KODIAK GAS SERVI                                             | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36620 | NS      | $1254967.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                                                    | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530321 | PA      | $500132.57     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RadNet Inc                                                                       | RADNET INC                                                   | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     40553 | NS      | $2307871.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc                                                              | GOODRX HOLDIN-A                                              | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56002 | NS      | $278889.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                                               | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678528.37     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6134                                                    | CUSIP: 31419GY81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2468 | PA      | $2456.83       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1014057.77    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                                               | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $611286.25     | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $309125.07     | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311798.53     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A3                                              | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402666.56     | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UiPath Inc                                                                       | UIPATH INC -CL A                                             | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    233066 | NS      | $2983244.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819013.03     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                                              | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | US        |     61122 | NS      | $1246277.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUSTAINABLE I                                             | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     72957 | NS      | $1959625.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                                              | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365451.10     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7758                                                    | CUSIP: 31419JTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20496 | PA      | $20397.32      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co                                                                 | SOTERA HEALTH CO                                             | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96801 | NS      | $1076427.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                                               | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $867861.90     | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57820                                                    | CUSIP: 3128KLVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7389 | PA      | $7660.35       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                                               | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $368807.41     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5191                                                    | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3046334 | PA      | $3106068.07    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1075000 | PA      | $733146.95     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Agenus Inc                                                                       | AGENUS INC                                                   | CUSIP: 00847G804<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     10245 | NS      | $46819.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $972785.99     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6110                                                    | CUSIP: 3140QRYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1224937 | PA      | $1271451.14    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5342                                                    | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2250041 | PA      | $2266198.69    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                                                    | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55669 | PA      | $55158.71      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL                                         | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $928249.80     | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northfield Bancorp Inc                                                           | NORTHFIELD BANCO                                             | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21434 | NS      | $246062.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                                                    | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3833487 | PA      | $3209606.46    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735382                                                    | CUSIP: 31402Q6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167667 | PA      | $169508.73     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $507990.41     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A3                                                | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1216409.52    | 0.00%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0025                                                    | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12303703 | PA      | $12088534.99   | 0.02%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGC Resources Inc                                                                | RGC RESOURCES                                                | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5719 | NS      | $127991.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                                                    | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2647 | PA      | $2677.04       | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                                              | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1437383.91    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320387.97     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    645000 | PA      | $637293.46     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150158.15     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                                                    | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9291 | PA      | $9214.01       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    885000 | PA      | $737122.30     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCK0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $395441.68     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 A5                                             | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854000 | PA      | $836862.10     | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79853000 | PA      | $70423483.43   | 0.12%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                                             | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198660.51     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                                                    | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247995 | PA      | $233600.61     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1018050.96    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                                             | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $455781.03     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US Physical Therapy Inc                                                          | US PHYSICAL THER                                             | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      9599 | NS      | $750641.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc                                                  | SEAPORT ENTERTAI                                             | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |      4483 | NS      | $83607.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    505000 | PA      | $551037.47     | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15732                                                    | CUSIP: 3128PVLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1320 | PA      | $1311.50       | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plexus Corp                                                                      | PLEXUS CORP                                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     16732 | NS      | $2264006.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2525766.20    | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Firstsun Capital Bancorp                                                         | FIRSTSUN CAPITAL                                             | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6957 | NS      | $241755.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217444.22    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1198304.24    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786371                                                    | CUSIP: 3622AB6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1250541 | PA      | $1234044.94    | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                                               | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $723488.31     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3859                                                    | CUSIP: 3132E0JC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    903685 | PA      | $939765.02     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                          | CFCRE 2016-C6 A3                                             | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1323195.75    | 0.00%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $514498.64     | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                                                    | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1362697 | PA      | $1251931.10    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2921000 | PA      | $3004309.32    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449280.34     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $398655.58     | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                                                    | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372339 | PA      | $357708.31     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                                                     | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84140 | PA      | $85478.11      | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500120.22    | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                                                    | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44145 | PA      | $44582.26      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $345806.86     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                                                   | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $266487.31     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                                           | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $390550.73     | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A4                                             | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98858 | PA      | $96703.85      | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2306740.42    | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN                                             | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502100.65     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                                        | SCOTTS MIRACLE                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     26682 | NS      | $1759944.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                                                    | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    798488 | PA      | $747620.65     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coherus Oncology Inc                                                             | COHERUS BIOSCIENCES INC - CVR (SEP 2023)                     | CUSIP: N/A<br>LEI: 5493007IL8W5MV932D26       | Long             | EC               | CORP              | US        |     24474 | NS      | $2298.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                                              | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1296137 | PA      | $1218423.12    | 0.00%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                                 | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296923.39     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4033                                                    | CUSIP: 3132E0PS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    910407 | PA      | $946755.37     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                  | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586186.64     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2752                                                    | CUSIP: 3142GTBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100495 | PA      | $2150216.31    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587171                                                    | CUSIP: 36201MJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6959 | PA      | $7186.55       | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                                                    | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1028062 | PA      | $956632.88     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   4385000 | PA      | $4513105.25    | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Liberty Energy Inc                                                               | LIBERTY ENERGY I                                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91890 | NS      | $1054897.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                                                  | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $879185.04     | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3130907.67    | 0.01%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NV5 Global Inc                                                                   | NV5 GLOBAL INC                                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29357 | NS      | $677853.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                                               | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $603302.81     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                                                    | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152643 | PA      | $143588.49     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    757000 | PA      | $820294.71     | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356676.68     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $193690.03     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    850000 | PA      | $609518.16     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                                                    | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    770779 | PA      | $600101.12     | 0.00%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                                                    | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4926108 | PA      | $4509011.76    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $857736.26     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2021527.12    | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B                                          | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    225000 | PA      | $134536.95     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1382                                                    | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1595403 | PA      | $1341243.16    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lument Finance Trust Inc                                                         | LUMENT FINANCE T                                             | CUSIP: 55025L108<br>LEI: 5493002OB7SJ4MVQY666 | Long             | EC               | CORP              | US        |     30449 | NS      | $67292.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                  | COMM 2015-CR22 AM                                            | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473504 | PA      | $464270.59     | 0.00%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026668.04    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1607420.29    | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                                                    | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1047249 | PA      | $839210.44     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                                                    | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4599106 | PA      | $4147659.75    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03037                                                    | CUSIP: 3128M4V67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149054 | PA      | $154366.34     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprout Social Inc                                                                | SPROUT SOCIAL-A                                              | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30332 | NS      | $634242.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4135                                                    | CUSIP: 3140XKSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1124097 | PA      | $1109336.38    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zynex Inc                                                                        | ZYNEX INC                                                    | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12104 | NS      | $31228.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES                                          | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $206336.25     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                                                          | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    475000 | PA      | $482500.30     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $355450.72     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734619.33     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1407092.02    | 0.00%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                                                    | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1763935 | PA      | $1837117.08    | 0.00%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3045608.50    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nuvectis Pharma Inc                                                              | NUVECTIS PHARMA                                              | CUSIP: 67080T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $41832.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN MA4056                                                    | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177188 | PA      | $166626.18     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A3                                              | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351052.49     | 0.00%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $632692.83     | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251053.18     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |   1018644 | NS      | $222706137.72  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                                                    | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1537683 | PA      | $1617103.12    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8928                                                    | CUSIP: 3140XQ4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2043644 | PA      | $2091942.58    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2100000 | PA      | $2170934.28    | 0.00%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                                            | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $684020.77     | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $4287813.66    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $620894.42     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    767000 | PA      | $819700.16     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505387.45     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28435000 | PA      | $17832965.89   | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                                                    | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310799 | PA      | $301157.17     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857007.09     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $490848.46     | 0.00%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                                               | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455579.10     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CBIZ Inc                                                                         | CBIZ INC                                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     32436 | NS      | $2325985.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508746.50     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $584657.60     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1028894 | PA      | $871689.30     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A4                                              | CUSIP: 055979AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $126040.64     | 0.00%             | 2027-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8946                                                    | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2904786 | PA      | $2795140.66    | 0.00%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3274                                                    | CUSIP: 3140QNT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734231 | PA      | $682894.83     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34635000 | PA      | $33594597.16   | 0.06%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1221009.24    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                                                            | AURORA INNOVATIO                                             | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    861596 | NS      | $4514763.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $379659.39     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                                                    | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2006793 | PA      | $1698383.87    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peakstone Realty Trust                                                           | PEAKSTONE REALTY                                             | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               | CORP              | US        |     23900 | NS      | $315719.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4                                            | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $511699.93     | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                                                 | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $649748.19     | 0.00%             | 2032-01-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243650.62     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                                                    | RED ROBIN GOURME                                             | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |     14100 | NS      | $81639.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                     | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    400000 | PA      | $295610.25     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8222                                                    | CUSIP: 3132D6D31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113873 | PA      | $113523.00     | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                                                 | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500204.91     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REV Group Inc                                                                    | REV GROUP INC                                                | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     31226 | NS      | $1486045.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $786927.92     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                                              | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1221144.09    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                                 | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    531000 | PA      | $539576.76     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                                                    | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1885821 | PA      | $1507662.98    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1164                                                    | CUSIP: 3140W1JJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $431300.51     | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonos Inc                                                                        | SONOS INC                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     73635 | NS      | $795994.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                                                    | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    649639 | PA      | $600245.58     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13578000 | PA      | $13635282.19   | 0.02%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1775581.72    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30545                                                    | CUSIP: 3128CUTA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177620 | PA      | $178297.77     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN                                             | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90505.60      | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 B                                               | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203679.34     | 0.00%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                                                    | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3036774 | PA      | $2782496.16    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192                                          | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    550000 | PA      | $493257.22     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                                    | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |    284877 | NS      | $133658590.86  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1393000 | PA      | $1252176.80    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1786160.08    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441182.81     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759192                                                    | CUSIP: 36230UF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1883 | PA      | $1873.81       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1460218.93    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780497                                                    | CUSIP: 36225ARS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $214.16        | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp                                                           | HILLMAN SOLUTION                                             | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126084 | NS      | $900239.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    350000 | PA      | $320433.84     | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                                                    | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1383 | PA      | $1407.62       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGA Technologies Inc                                                            | SIGA TECH INC                                                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27490 | NS      | $179234.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                                         | XPEL INC                                                     | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     14093 | NS      | $505938.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1159880.44    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192763.00     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                                                    | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1070167 | PA      | $988653.88     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4440557.42    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3431                                                    | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36700 | PA      | $36508.27      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $531220.72     | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $445178.75     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1595279.80    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0890                                                    | CUSIP: 3132CW7B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1214144 | PA      | $1110962.14    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vitesse Energy Inc                                                               | VITESSE ENERGY                                               | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20005 | NS      | $441910.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A3                                              | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010049.70    | 0.00%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018263.45    | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    950000 | PA      | $800395.81     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                                                 | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1589975.46    | 0.00%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                            | ENCOMPASS HEALTH                                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     60403 | NS      | $7407219.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4839                                                    | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    855780 | PA      | $797549.89     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Monarch Casino & Resort Inc                                                      | MONARCH CASINO                                               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      8111 | NS      | $701114.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                                                    | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1525 | PA      | $1577.45       | 0.00%             | 2040-06-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                                                    | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5353 | PA      | $5506.48       | 0.00%             | 2043-09-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2363803.30    | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    470000 | PA      | $338939.57     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                                                    | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203318 | PA      | $187993.87     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                                                    | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207589 | PA      | $199648.56     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5966250.10    | 0.01%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                                                 | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $133271.58     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                                                    | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2723589 | PA      | $2723570.57    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2688000 | PA      | $2728589.94    | 0.00%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5116                                                      | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45905 | PA      | $46511.58      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID                                             | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184157.78     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1688189.23    | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                                                    | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1393077 | PA      | $1360912.41    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                                              | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900699.72     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5545                                                    | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    751559 | PA      | $780273.63     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                                                    | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8352156 | PA      | $8495991.25    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    166087 | NS      | $9315819.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2323306.69    | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                                                    | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1657615 | PA      | $1752035.72    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276873.89     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mistras Group Inc                                                                | MISTRAS GROUP IN                                             | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      7495 | NS      | $60034.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                                                    | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2543260 | PA      | $2343816.07    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446163.20     | 0.00%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Focus Universal Inc                                                              | FOCUS UNIVERSAL                                              | CUSIP: 34417J203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $9071.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                                                    | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13825795 | PA      | $11532511.68   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                                                    | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       768 | PA      | $788.88        | 0.00%             | 2035-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2022-A1 A                                              | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299680.86     | 0.00%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                                                    | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    738021 | PA      | $687298.46     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                                                    | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    366849 | PA      | $311975.75     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN                                           | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    750000 | PA      | $518945.40     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3375                                                    | CUSIP: 3132DQXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1157882 | PA      | $1162939.87    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494121.52     | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82122                                                     | CUSIP: 36225ELC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1846 | PA      | $1872.16       | 0.00%             | 2038-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $274181.39     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                                               | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    480000 | PA      | $392090.15     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                                                    | CORECIVIC INC                                                | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     63653 | NS      | $1341168.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                                                    | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161164 | PA      | $154561.69     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc                                                         | ORASURE TECH                                                 | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     45774 | NS      | $137322.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                                            | CLEARWATER                                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      8076 | NS      | $219990.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01381                                                    | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22645 | PA      | $23815.95      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                                                    | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2148 | PA      | $2221.76       | 0.00%             | 2039-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250730                                                    | CUSIP: 31371FPP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $139.66        | 0.00%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                                                    | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500182 | PA      | $1500172.59    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1520072.74    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A C                                               | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29261 | PA      | $29243.38      | 0.00%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4438                                                    | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2235671 | PA      | $1861347.25    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                                               | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4867000 | PA      | $4792122.97    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                                              | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    355000 | PA      | $295472.11     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5270                                                    | CUSIP: 31418E2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    919032 | PA      | $901794.65     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLETE Inc                                                                       | ALLETE INC                                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     34836 | NS      | $2231942.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $909146.92     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                                                    | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1017552.72    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510891.04     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $407712.70     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                            | DELL TECHN-C                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    176943 | NS      | $21693211.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5395                                                    | CUSIP: 3140XL7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1381433 | PA      | $1446084.76    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC7907                                                    | CUSIP: 3133ASYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1716314 | PA      | $1441819.91    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0435                                                    | CUSIP: 3132DMPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1353764 | PA      | $1138099.40    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84281                                                    | CUSIP: 3132L9XJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    679027 | PA      | $642135.26     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1989                                                    | CUSIP: 3140QMF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    853755 | PA      | $798218.53     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| West BanCorp Inc                                                                 | WEST BANCORP                                                 | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      9617 | NS      | $188781.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 8/25                                                  | CUSIP: 21H060689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2450000 | PA      | $2481530.52    | 0.00%             | 2025-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1605235.77    | 0.00%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield PLC                                                          | CUSHMAN & WAKEFI                                             | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143192 | NS      | $1585135.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                                     | PROTAGONIST THER                                             | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37048 | NS      | $2047642.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                                           | BLADE AIR MOBILI                                             | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32828 | NS      | $132296.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                                           | PUMA BIOTECHNOLO                                             | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28100 | NS      | $96383.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                               | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358222.36     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564706                                                    | CUSIP: 36213UKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       186 | PA      | $188.50        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    835000 | PA      | $826765.03     | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5066                                                    | CUSIP: 31417BTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96273 | PA      | $95014.65      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42111000 | PA      | $40826285.61   | 0.07%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513241.27     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seres Therapeutics Inc                                                           | SERES THERAPEUTI                                             | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |      3498 | NS      | $38862.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                                                                   | ELECTROMED INC                                               | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $85870.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                                                         | Enliven Therapeutics Inc -- CVR                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11325 | NS      | $10232.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   2300000 | PA      | $2318013.63    | 0.00%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703767.84     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2626164.94    | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1168849.53    | 0.00%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243555.18     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| First Internet Bancorp                                                           | FIRST INTERNET B                                             | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      5320 | NS      | $143108.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1274653.36    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3218000 | PA      | $3176662.77    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                                                    | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166183 | PA      | $155705.67     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trex Co Inc                                                                      | TREX CO INC                                                  | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65212 | NS      | $3546228.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510394.73     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452919.83    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2114000 | PA      | $1672855.29    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    101955 | NS      | $9345195.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497512.78     | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    585000 | PA      | $549639.17     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2300000 | PA      | $2326428.12    | 0.00%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Vehicle Group Inc                                                     | COMMERCIAL VEHIC                                             | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |     26700 | NS      | $44322.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1006574.64    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3238                                                    | CUSIP: 3140XJS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2301717 | PA      | $1825055.19    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7503                                                    | CUSIP: 3140XPKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    548843 | PA      | $558232.84     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                                                    | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    576560 | PA      | $571821.16     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492137.25     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0747                                                    | CUSIP: 31427MZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750895 | PA      | $1821757.98    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4895000 | PA      | $3488456.10    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS                                            | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $72027.42      | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp                                                                      | DELUXE CORP                                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     28469 | NS      | $452941.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                               | CROWN HOLDINGS I                                             | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     69263 | NS      | $7132703.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                                          | AXT INC                                                      | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |     32600 | NS      | $68134.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                  | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461728.29     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATL HEALTH INV                                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     26626 | NS      | $1867015.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                                                | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328368.42     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A3                                               | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250573.50     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251890.01     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014078.66    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219534.96     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2530955.90    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                                                    | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38109 | PA      | $37691.58      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447661.08     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $252385.23     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    607000 | PA      | $616494.97     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                                                    | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3101281 | PA      | $2689665.89    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genasys Inc                                                                      | GENASYS INC                                                  | CUSIP: 36872P103<br>LEI: 549300W0ZVKXG9NQ7D23 | Long             | EC               | CORP              | US        |     27790 | NS      | $48076.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                                                 | ACM RESEARCH-A                                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     30145 | NS      | $780755.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                                                       | PREFORMED LINE                                               | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |      2048 | NS      | $327290.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                                             | DOUGLAS DYNAMICS                                             | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     13865 | NS      | $408601.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201569.86     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367357.45     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                                                         | COTY INC-CL A                                                | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    212775 | NS      | $989403.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1900000 | PA      | $1850014.71    | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                                                    | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397809 | PA      | $366965.29     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177962.95     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     60974 | NS      | $5987646.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1692778.42    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4107905.95    | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                                                    | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136010 | PA      | $131010.72     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP                                             | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495502.57     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2492999.02    | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                                                    | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    763426 | PA      | $669258.22     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                                                    | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    946185 | PA      | $799885.61     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Potbelly Corp                                                                    | POTBELLY CORP                                                | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |     11769 | NS      | $144170.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   2377248 | NS      | $53250355.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                                                    | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4109728 | PA      | $3494994.90    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Forward Air Corp                                                                 | FORWARD AIR CORP                                             | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13929 | NS      | $341817.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133313.96    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Unity Bancorp Inc                                                                | UNITY BANCORP                                                | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4581 | NS      | $215673.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc                                                                           | NN INC                                                       | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |     22036 | NS      | $46275.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                                                     | CARTER'S INC                                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     20980 | NS      | $632127.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406858.96     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    875000 | PA      | $822615.71     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS                                            | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94786.30      | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8337                                                    | CUSIP: 3132D6HN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3788021 | PA      | $3705177.05    | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                                                    | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    531905 | PA      | $546027.88     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1785000 | PA      | $1892619.48    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253987.56     | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oxford Industries Inc                                                            | OXFORD INDS INC                                              | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8938 | NS      | $359754.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DQ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    850000 | PA      | $857000.74     | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                                              | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397111.79     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB                                             | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    390000 | PA      | $291864.89     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS                                         | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $665032.47     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                                              | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428361.80     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491195                                                    | CUSIP: 36210FUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       800 | PA      | $821.80        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                                                    | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2298516 | PA      | $2375596.19    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1690618.50    | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barrett Business Services Inc                                                    | BARRETT BUS SVCS                                             | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     14856 | NS      | $619346.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    570000 | PA      | $640678.77     | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN                                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384433.27     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228332.46     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    882000 | PA      | $897494.05     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                                                    | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11378 | PA      | $11635.01      | 0.00%             | 2036-10-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                                                     | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157943.04     | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806725.68     | 0.00%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                                                    | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105011 | PA      | $101879.86     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    525000 | PA      | $468708.47     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2293826.57    | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODS & CHEM                                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    134432 | NS      | $37917889.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     79809 | NS      | $20815783.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                                                    | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1012484 | PA      | $900883.92     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1900000 | PA      | $1905689.52    | 0.00%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oppenheimer Holdings Inc                                                         | OPPENHEIMER HO-A                                             | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4996 | NS      | $328586.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60048.55      | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                                                       | Americold Realty Trust Inc                                   | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |    175511 | NS      | $2918747.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                                                        | TIMBERLAND BANCP                                             | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3466 | NS      | $108139.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611083.40     | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    975000 | PA      | $994814.80     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                                                    | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    473249 | PA      | $422142.93     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| World Kinect Corp                                                                | WORLD KINECT COR                                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     33183 | NS      | $940738.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148529.55     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS                                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    300000 | PA      | $299734.47     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                                  | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992305.23     | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    361458 | NS      | $83164256.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                                                    | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2461377 | PA      | $2470590.55    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5                                            | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $364970.70     | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4                                            | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $290144.34     | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA                                             | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670558.96     | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454101.92     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    981000 | PA      | $906273.65     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1490839.06    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $614156.99     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | DR HORTON INC                                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    167148 | NS      | $21548720.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1194441.04    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                                     | MONOLITHIC POWER                                             | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     27483 | NS      | $20100516.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                                             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473938.90     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2651114.97    | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    288000 | PA      | $279106.40     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $875802.54     | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $395061.61     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027256.36    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN                                             | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697217.17     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5                                            | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $524259.30     | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES                                             | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186174.83     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510543.05     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252716                                                    | CUSIP: 31371HVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       265 | PA      | $278.30        | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | RAYONIER LP                                                  | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331743.23     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858897.89     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                             | BRIGHT HORIZONS                                              | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33967 | NS      | $4197981.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 420653                                                    | CUSIP: 36206TH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $60.11         | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2135000 | PA      | $2608645.75    | 0.00%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2128995.71    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8802                                                    | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2681197 | PA      | $2738472.20    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19045                                                    | CUSIP: 31296UBN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6905 | PA      | $6990.31       | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $382083.65     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B                                             | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190476.00     | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    856000 | PA      | $535050.87     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Miller Industries Inc/TN                                                         | MILLER INDS/TENN                                             | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      6700 | NS      | $297882.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 A5                                            | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258135.40     | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                                             | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $588118.50     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                                                    | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1277707 | PA      | $1170255.99    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                                             | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231885.45     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comtech Telecommunications Corp                                                  | COMTECH TELECOMM                                             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     17549 | NS      | $42995.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                                           | MONTAUK RENEWABL                                             | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40536 | NS      | $89989.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RenovoRx Inc                                                                     | RENOVORX INC                                                 | CUSIP: 75989R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174542 | NS      | $230395.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                                                    | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4213390 | PA      | $3628960.03    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249306.95     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245230.99     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21342000 | PA      | $14733482.99   | 0.03%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                                                      | STANDARD MOTOR                                               | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     12908 | NS      | $396533.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 AS                                            | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98216.94      | 0.00%             | 2055-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                                                    | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1041896 | PA      | $913378.60     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                      | AMERICAN WATER W                                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |    117768 | NS      | $16382706.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                                 | CLEAR SECURE I-A                                             | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58769 | NS      | $1631427.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HEALTHPEAK PROPE                                             | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |    421095 | NS      | $7373373.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                                             | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479013.66     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    375000 | PA      | $266977.61     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4                                             | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $424674.95     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                                                    | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3869 | PA      | $4032.67       | 0.00%             | 2041-01-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    970000 | PA      | $716085.29     | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                                           | TYLER TECHNOLOG                                              | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     26078 | NS      | $15460081.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                                                    | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3092531 | PA      | $3092510.18    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509530.38     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    570000 | PA      | $563547.71     | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022033.10    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $631000.87     | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211823.89     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                                                 | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1178783.60    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357797                                                    | CUSIP: 31376KNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26203 | PA      | $27047.80      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                                                    | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1088457 | PA      | $1003439.35    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    745000 | PA      | $740260.27     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    739000 | PA      | $693035.53     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34864000 | PA      | $22421910.00   | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N                                             | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $371347.64     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203434.95     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $984688.46     | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511075.85     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5011                                                    | CUSIP: 3140J9R94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4746160 | PA      | $4387068.33    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875692.14    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $357616.93     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448317.73     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9487                                                    | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    299752 | PA      | $295142.51     | 0.00%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                                                    | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56806 | PA      | $56361.17      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ProPetro Holding Corp                                                            | PROPETRO HOLDING                                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52959 | NS      | $316165.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                                                | CIPHER MINING IN                                             | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151805 | NS      | $725627.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $842891.15     | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                                              | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219553.30     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                                                    | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    948546 | PA      | $831543.45     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astria Therapeutics Inc                                                          | ASTRIA THERAPEUT                                             | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31704 | NS      | $169933.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                                                    | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116194 | PA      | $111481.31     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    775000 | PA      | $475996.91     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                                             | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     81869 | NS      | $2757347.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $824710.97     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTracker Inc                                                                   | NEXTRACKER-CL A                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83560 | NS      | $4543157.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                                                    | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694733 | PA      | $634788.47     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 722760                                                    | CUSIP: 3620A85V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3031 | PA      | $3189.77       | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Corp                                                                | TALEN ENERGY COR                                             | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27739 | NS      | $8065669.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1994974.89    | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2850819.05    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2414                                                    | CUSIP: 31418BVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    552184 | PA      | $510406.45     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                                                    | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5695860 | PA      | $4768887.98    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                                                    | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    626511 | PA      | $575585.07     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabre Corp                                                                       | SABRE CORP                                                   | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    224300 | NS      | $708788.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782068                                                    | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47864 | PA      | $48343.65      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                                                    | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153140 | PA      | $122957.96     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA                                             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     29405 | NS      | $4461620.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                                                    | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45641 | PA      | $47900.30      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159743.90     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443275.37     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94448.02      | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                                                    | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    968687 | PA      | $850713.76     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                                                    | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508296 | PA      | $506743.89     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                                                 | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $295527.03     | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122598.58     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $577015.27     | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zimvie Inc                                                                       | ZIMVIE INC                                                   | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     16330 | NS      | $152685.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86520                                                    | CUSIP: 312933G57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29717 | PA      | $29497.34      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992218.36     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $396954.72     | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimball Electronics Inc                                                          | KIMBALL ELECTRON                                             | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     16381 | NS      | $315006.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1522588.21    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    325000 | PA      | $346261.51     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-161 A2                                                | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $513364.85     | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                                                    | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271402 | PA      | $260099.67     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296453.66     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0628                                                    | CUSIP: 31427MVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1721061 | PA      | $1750028.61    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712860.41     | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00570                                                    | CUSIP: 31292GT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $66.28         | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250911                                                    | CUSIP: 31371FVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $136.92        | 0.00%             | 2027-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                                                    | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454494 | PA      | $437390.38     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4978                                                    | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5062982 | PA      | $4975930.64    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5382                                                    | CUSIP: 3132DS6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1052470 | PA      | $1078369.29    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5296                                                    | CUSIP: 3132DS3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    714660 | PA      | $734480.06     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   3450000 | PA      | $4073779.44    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8251                                                    | CUSIP: 3140QGEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1460551 | PA      | $1213725.47    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1475000 | PA      | $893336.77     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Affinity Bancshares Inc                                                          | AFFINITY BANCSHA                                             | CUSIP: 00832E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       810 | NS      | $14968.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1367991.67    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                                                    | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170791 | PA      | $172646.30     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HomeTrust Bancshares Inc                                                         | HOMETRUST BANCSH                                             | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9773 | NS      | $365607.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A4                                              | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100512.34     | 0.00%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $424878.29     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                                               | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495592.09     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Flex Inc                                                                   | OMEGA FLEX INC                                               | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |        22 | NS      | $712.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                                                    | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426745 | PA      | $401214.86     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08551                                                    | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350803 | PA      | $337015.90     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    694000 | PA      | $569152.36     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| First Bank/Hamilton NJ                                                           | FIRST BANK/HAMIL                                             | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     17027 | NS      | $263407.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8282                                                    | CUSIP: 3132DWFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1750363 | PA      | $1814913.25    | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3254                                                    | CUSIP: 3142GTTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2816051 | PA      | $2834513.19    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-PRERE                                        | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     60000 | PA      | $59373.15      | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1012301.45    | 0.00%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308218.41     | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 B                                               | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50291.67      | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 AS                                            | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $64288.34      | 0.00%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SVC                                             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     17372 | NS      | $1130917.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                                               | MVB FINANCIAL CO                                             | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      5521 | NS      | $124388.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    463000 | PA      | $499412.03     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7607                                                    | CUSIP: 3140QFNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1809123 | PA      | $1592752.98    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                                              | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501536.25     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4                                             | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $467952.28     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                               | PENNYMAC MORTGAG                                             | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     50993 | NS      | $655769.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100922.27     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                                                    | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68865 | PA      | $67189.14      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18465                                                    | CUSIP: 3128MMQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295585 | PA      | $289336.19     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    725000 | PA      | $672248.78     | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                                                    | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253991 | PA      | $254227.81     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                                               | NVENT ELECTRIC                                               | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99329 | NS      | $7275849.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                                                    | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1805656 | PA      | $1651642.05    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4271657.87    | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045246.21    | 0.00%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $273060.12     | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 415137                                                    | CUSIP: 36206MEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $11.07         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8470                                                    | CUSIP: 3132DWMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2365545 | PA      | $2405276.39    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686196.16     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K509 A2                                                 | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $561298.27     | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AvidXchange Holdings Inc                                                         | AVIDXCHANGE HLDG                                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106455 | NS      | $1042194.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0211                                                    | CUSIP: 3142GQGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1254705 | PA      | $1324999.62    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                                                    | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12697 | PA      | $12841.32      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1722000 | PA      | $1739177.81    | 0.00%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc                                                           | NICOLET BANKSHAR                                             | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $963144.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP                                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    185047 | NS      | $5597671.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                                             | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703045.80     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Inc                                                          | ELLINGTON FINANC                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     51641 | NS      | $670816.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                             | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347369.15     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434534.79     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $311099.11     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                                                    | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    327754 | PA      | $286915.82     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                                                    | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29177 | PA      | $30710.03      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A4                                              | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252034.85     | 0.00%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278757.26     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avita Medical Inc                                                                | AVITA MEDICAL IN                                             | CUSIP: 05380C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18756 | NS      | $99219.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS                                         | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    375000 | PA      | $475601.96     | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                                                    | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    992564 | PA      | $882228.98     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781885                                                    | CUSIP: 36241KCW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6879 | PA      | $6944.96       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97775                                                    | CUSIP: 312946T89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62206 | PA      | $60245.28      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                                                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $640901.14     | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528848.95     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                                               | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135000 | PA      | $136006.45     | 0.00%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    575000 | PA      | $584617.45     | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ                                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $832236.50     | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9364                                                    | CUSIP: 36179YMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3609898 | PA      | $3715617.57    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477962.86     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2137943.60    | 0.00%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp                                                      | SIMMONS FIRST -A                                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     78654 | NS      | $1491279.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1253813.59    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                                                         | HIGHWOODS PROP                                               | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     64385 | NS      | $2001729.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                                              | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $559786.33     | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                                    | PREFERRED BANK                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7683 | NS      | $664925.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                                                    | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105961 | PA      | $97744.91      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971314.84     | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M6 A2                                               | CUSIP: 3136BQDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611287 | PA      | $611396.15     | 0.00%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769213.70     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7866                                                    | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    683921 | PA      | $710051.26     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2033661.04    | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                                                    | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256087 | PA      | $242183.64     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC                                             | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430544.37     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                                               | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155156 | PA      | $152396.19     | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260038.93     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    870000 | PA      | $645352.52     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                                                    | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    504969 | PA      | $452619.28     | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abeona Therapeutics Inc                                                          | ABEONA THERAPEUT                                             | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |     23500 | NS      | $133480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6394                                                    | CUSIP: 3140XAC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7337099 | PA      | $5934597.05    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MainStreet Bancshares Inc                                                        | MAINSTREET BANCS                                             | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |      6374 | NS      | $120468.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323579.31     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2317981.63    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689947.54     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Self Storage Inc                                                          | GLOBAL SELF STOR                                             | CUSIP: 37955N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10820 | NS      | $57778.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1050000 | PA      | $1061143.41    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A4                                            | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191397.24     | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| First Busey Corp                                                                 | FIRST BUSEY CORP                                             | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     48701 | NS      | $1114522.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                                              | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155526.01     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40285000 | PA      | $28909208.50   | 0.05%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2756                                                    | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80932 | PA      | $79887.51      | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                                          | ZEBRA TECH CORP                                              | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     31092 | NS      | $9587529.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                                  | NEOGENOMICS INC                                              | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77697 | NS      | $567965.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0375                                                    | CUSIP: 31419AMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $14.61         | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                                               | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246339 | PA      | $235878.70     | 0.00%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                                                 | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $199835.33     | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                                                    | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    605335 | PA      | $618718.56     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311272.75     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                                               | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $55768.13      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Co                                                                    | WK KELLOGG CO                                                | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |     37560 | NS      | $598706.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN 488230                                                    | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1672 | PA      | $1716.81       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A3                                               | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252932.95     | 0.00%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826966.58     | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Synchronoss Technologies Inc                                                     | SYNCHRONOSS TECH                                             | CUSIP: 87157B400<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |      8956 | NS      | $61348.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301430.62     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963269.90     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4123                                                    | CUSIP: 3140QPSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3766753 | PA      | $3508097.08    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     79666 | NS      | $8991104.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2140386.21    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Axos Financial Inc                                                               | AXOS FINANCIAL I                                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     33337 | NS      | $2534945.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                                                 | ROCKY BRANDS INC                                             | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      5601 | NS      | $124286.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowman Consulting Group Ltd                                                      | BOWMAN CONSULTIN                                             | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8779 | NS      | $252396.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                                                    | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262590 | PA      | $241245.66     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2387                                                    | CUSIP: 31418BUM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235745 | PA      | $217908.78     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                                                      | POLARIS INC                                                  | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     32753 | NS      | $1331409.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                                                    | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    573962 | PA      | $529998.10     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3674                                                    | CUSIP: 3140QBCL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10170 | PA      | $9563.45       | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                                                | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $426897.92     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    595000 | PA      | $566731.15     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACNB Corp                                                                        | ACNB CORP                                                    | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1242 | NS      | $53207.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                       | KORN FERRY                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     32599 | NS      | $2390484.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80296.17      | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                                              | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151276.35     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                                                | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1110000 | PA      | $1203566.93    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    925000 | PA      | $636157.24     | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5770                                                    | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2320000 | PA      | $2305622.26    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466833                                                    | CUSIP: 36209BSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       368 | PA      | $377.70        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5                                            | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148187.31     | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4                                             | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1159002.14    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1163271.03    | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4098                                                    | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2722943 | PA      | $2291710.77    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                                              | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $366955.02     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Accuray Inc                                                                      | ACCURAY INC                                                  | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     61258 | NS      | $83923.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                                                    | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    912909 | PA      | $836706.40     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                                               | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304543.90     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A3                                              | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6158 | PA      | $6149.19       | 0.00%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154265.67     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $439386.77     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                                                    | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443737 | PA      | $420060.83     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                                                    | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199840 | PA      | $168003.91     | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 AS                                             | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $275130.21     | 0.00%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                                                  | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406156.85     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971047.22     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900947.18     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    623000 | PA      | $608156.20     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211263.30     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                                                 | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    575000 | PA      | $687150.70     | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                                                    | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107938 | PA      | $109028.13     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    550000 | PA      | $359723.21     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                                                    | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    940049 | PA      | $868446.73     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    879000 | PA      | $771026.39     | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1313336.63    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Balchem Corp                                                                     | BALCHEM CORP                                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     19801 | NS      | $3152319.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                                                    | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1578949 | PA      | $1457695.28    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                                                    | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7073403 | PA      | $5632889.59    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422190.87     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    800000 | PA      | $692121.76     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                                                    | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89444 | PA      | $88507.20      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4975                                                      | CUSIP: 36202FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2208 | PA      | $2198.56       | 0.00%             | 2026-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corp                                                              | REPAY HOLDINGS C                                             | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |     45790 | NS      | $220707.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03003                                                    | CUSIP: 31294MKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10727 | PA      | $10614.60      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    933000 | PA      | $952897.56     | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                                                    | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    484724 | PA      | $447140.87     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2191                                                    | CUSIP: 3132DPNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3020147 | PA      | $2871274.25    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273307.55     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2804000.86    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449929.31     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $839001.25     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Evolution Petroleum Corp                                                         | EVOLUTION PETROL                                             | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |     20558 | NS      | $96622.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                                                | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438575.52     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                     | TEXAS CAPITAL BA                                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     28669 | NS      | $2276318.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511898.47     | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                                                  | LENDINGTREE INC                                              | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      5940 | NS      | $220195.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS                                             | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $383447.00     | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2044945.26    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    920000 | PA      | $957590.23     | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Inspire Medical Systems Inc                                                      | INSPIRE MEDICAL                                              | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     18483 | NS      | $2398538.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                                                 | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $988661.60     | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4603                                                    | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       709 | PA      | $662.41        | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CO-CL A                                             | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |    149063 | NS      | $52183975.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1169838.19    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                                  | MORNINGSTAR INC                                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     15362 | NS      | $4822592.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04473                                                    | CUSIP: 3128M6JS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26739 | PA      | $27712.10      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4419000 | PA      | $4524970.02    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729715.40     | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500407.90     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1952                                                    | CUSIP: 3142GSE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2058844 | PA      | $2081992.13    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                                                   | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $389996.26     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ideal Power Inc                                                                  | IDEAL POWER INC                                              | CUSIP: 451622203<br>LEI: 529900GSUN7DW3QD5F50 | Long             | EC               | CORP              | US        |      5004 | NS      | $22668.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490718.60     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rigetti Computing Inc                                                            | RIGETTI COMPUTIN                                             | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158191 | NS      | $1876145.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SL1117                                                    | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2696304 | PA      | $2746626.12    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1467793.83    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                                                   | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    408000 | PA      | $404356.84     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1335172.33    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506138.56     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc                                                             | RUSH ENTER-CL B                                              | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       958 | NS      | $50275.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                                        | CROCS INC                                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     32275 | NS      | $3268812.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255262.48     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782564                                                    | CUSIP: 36241KZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.31          | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Butterfly Network Inc                                                            | BUTTERFLY NETWOR                                             | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96873 | NS      | $193746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                                     | ZENTALIS PHARMAC                                             | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24854 | NS      | $28830.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323589.73     | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1402000 | PA      | $1441667.41    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64224100 | PA      | $64309397.31   | 0.11%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214185.98     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K064 A2                                                 | CUSIP: 3137BXQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1280325.80    | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS                                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    325000 | PA      | $317490.84     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                   | TECHNIPFMC PLC                                               | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | US        |    250983 | NS      | $8643854.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247010.37     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1239836.58    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588560.04     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5                                            | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11508 | PA      | $11317.35      | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190902.75     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                                                    | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1062472 | PA      | $1009159.40    | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                                                    | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37134 | PA      | $37537.93      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    965000 | PA      | $896900.56     | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                                                    | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13170401 | PA      | $10463526.56   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    350000 | PA      | $279750.58     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    870000 | PA      | $934548.37     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280261.60     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    791000 | PA      | $755789.69     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                                                    | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1096134 | PA      | $1132785.03    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    710000 | PA      | $578128.88     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693413.11     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                                                    | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98614 | PA      | $95967.27      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $190240.47     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSURAN                                             | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    172238 | NS      | $21851835.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE                                             | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    572000 | PA      | $495918.14     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                                                    | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    223171 | PA      | $211623.67     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $1080031.59    | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aadi Bioscience Inc                                                              | WHITEHAWK THERAP                                             | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |     13200 | NS      | $24684.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01674                                                    | CUSIP: 31292H2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90674 | PA      | $93419.95      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                                              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1213945.78    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    720000 | PA      | $608615.55     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1902644.95    | 0.00%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1149419.92    | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Perspective Therapeutics Inc                                                     | PERSPECTIVE THER                                             | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |     98562 | NS      | $339053.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510843.14     | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM                                            | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     48992 | PA      | $46081.53      | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512965.17     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761639.19     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1617770.01    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3637862.53    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Advanced Flower Capital Inc                                                      | ADVANCED FLOWER                                              | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |     12000 | NS      | $53760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1422960.89    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $947775.46     | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1331049.28    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410722.45     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $714287.06     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Horizon Bancorp Inc/IN                                                           | HORIZON BANCORP                                              | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     24347 | NS      | $374456.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                                        | MIRUM PHARMACEUT                                             | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |     27278 | NS      | $1388177.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 966851                                                    | CUSIP: 31414HTG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49242 | PA      | $51785.22      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1106254.05    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                                                | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525604.01     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655909.29     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                                              | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   1925000 | PA      | $2008168.62    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    529000 | PA      | $536794.10     | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $522966.07     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293627.84     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                                             | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1947632.10    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53540000 | PA      | $53788877.48   | 0.09%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                                               | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     47009 | NS      | $8248669.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                                      | NUTANIX INC - A                                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    154527 | NS      | $11812043.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $173314.83     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                      | AVIENT CORP                                                  | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     56078 | NS      | $1811880.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552714                                                    | CUSIP: 36213FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2616 | PA      | $2682.61       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                                                           | COLUMBIA SPORTSW                                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     12894 | NS      | $787565.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                                                    | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    982870 | PA      | $1006135.42    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $713682.26     | 0.00%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                                                    | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    470018 | PA      | $395875.40     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $584753.75     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468726.85     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                                                    | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    609171 | PA      | $534791.37     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington Trust Bancorp Inc                                                     | WASH TRUST BANC                                              | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     12408 | NS      | $350898.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171956.50     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $1922212.76    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $667170.65     | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                                                    | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218724 | PA      | $214835.87     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5217                                                    | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6484619 | PA      | $6698938.36    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                                             | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400006.86     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    267000 | PA      | $260529.09     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80395                                                    | CUSIP: 31335GNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $22.19         | 0.00%             | 2026-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                                                    | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151272 | PA      | $152989.99     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1010362.73    | 0.00%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                                                    | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28905 | PA      | $29731.26      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    575000 | PA      | $551630.24     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                                                    | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2262241 | PA      | $2197283.75    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                                              | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $195118.29     | 0.00%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16493000 | PA      | $12560450.31   | 0.02%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lindsay Corp                                                                     | LINDSAY CORP                                                 | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      6789 | NS      | $979313.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                                                 | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |    142565 | NS      | $14391936.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                                      | PENTAIR PLC                                                  | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |     99350 | NS      | $10199271.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                                        | PERFORMANCE FOOD                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     95562 | NS      | $8358808.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                                                  | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    325000 | PA      | $286899.06     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $490450.83     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312477.94     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3101                                                    | CUSIP: 3142GTNT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1504721 | PA      | $1556098.24    | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                                                    | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625074 | PA      | $645583.39     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778974                                                    | CUSIP: 36176XFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    263239 | PA      | $246690.52     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463648.26     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353319.35     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5265                                                    | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277725 | PA      | $271060.17     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1103555.82    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7606                                                    | CUSIP: 3140QFNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2270079 | PA      | $2000707.18    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $607992.70     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dynex Capital Inc                                                                | DYNEX CAPITAL                                                | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     65420 | NS      | $799432.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00557                                                    | CUSIP: 31292GTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       273 | PA      | $286.81        | 0.00%             | 2027-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    850000 | PA      | $865117.54     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $650041.04     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                                                    | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2790191 | PA      | $2566711.04    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    601924 | NS      | $220689415.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $549168.50     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1293945.07    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3                                           | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527392.50     | 0.00%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP                                             | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $578048.20     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                                                    | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    754546 | PA      | $708930.05     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A3                                              | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $224930.50     | 0.00%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                                               | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $626383.04     | 0.00%             | 2030-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1231018.23    | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    472469 | NS      | $9628918.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                                                    | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192683 | PA      | $189181.20     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870678.36     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                                                    | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474566 | PA      | $463543.33     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   2050000 | PA      | $2064352.57    | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816627                                                    | CUSIP: 31406QHC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35470 | PA      | $36540.30      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI8169                                                    | CUSIP: 3133WFCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5407086 | PA      | $5508717.41    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1253414.17    | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $632648.01     | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Alico Inc                                                                        | ALICO INC                                                    | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5041 | NS      | $164739.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5                                            | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $312920.51     | 0.00%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                                                    | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4489400 | PA      | $4310337.76    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786577                                                    | CUSIP: 3622ACFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1349354 | PA      | $1329867.66    | 0.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494639.30     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1671967.19    | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7397                                                    | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156613 | PA      | $142484.56     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR                                             | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302962.04     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899032.10     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| eGain Corp                                                                       | EGAIN CORP                                                   | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16436 | NS      | $102725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   2622000 | PA      | $2624581.93    | 0.00%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2022-L8                                           | MSC 2022-L8 A5                                               | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $698675.40     | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Crane Co                                                                         | CRANE CO                                                     | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     29291 | NS      | $5562067.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                                              | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    725000 | PA      | $789442.24     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1020495.32    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 A5                                            | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $181558.53     | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5164                                                    | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2372398 | PA      | $2330124.52    | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                                                    | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4283825 | PA      | $3221748.66    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4                                            | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247267.93     | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5738                                                    | CUSIP: 3140XMLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2469648 | PA      | $2561110.61    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                                                    | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43079 | PA      | $43549.30      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                                       | GRAND CANYON EDU                                             | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     17237 | NS      | $3257793.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00673                                                    | CUSIP: 31283GXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       269 | PA      | $270.58        | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3164000 | PA      | $3323504.99    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1158994.12    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912894.39     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9309                                                    | CUSIP: 3140QVKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3132694 | PA      | $3091313.21    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                                              | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $409128.15     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                                               | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495750.39     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     29094 | NS      | $6725950.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                                                    | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1286386 | PA      | $1318443.95    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357321.84     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                                                    | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1114586 | PA      | $986436.08     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                                                    | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    919780 | PA      | $885437.01     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477595.66     | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sionna Therapeutics Inc                                                          | SIONNA THERAPEUT                                             | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7874 | NS      | $136613.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG C91819                                                    | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136936 | PA      | $130798.75     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8468                                                    | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2738198 | PA      | $2684058.83    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    918000 | PA      | $748818.51     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                                                    | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1784925 | PA      | $1834548.33    | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    468000 | PA      | $438383.36     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                                                    | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453979 | PA      | $422957.97     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Agricultural Mortgage Corp                                               | FED AGRI MTG-C                                               | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      5786 | NS      | $1124104.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4038                                                    | CUSIP: 3140XKPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1546957 | PA      | $1531478.20    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                                                    | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261073 | PA      | $256468.31     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC                                             | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301361.21     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894029.72     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USCB Financial Holdings Inc                                                      | USCB FINANCIAL H                                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5222 | NS      | $86371.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY                                             | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    825000 | PA      | $769715.59     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP                                             | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    775000 | PA      | $689146.33     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                                                    | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2211336 | PA      | $2035848.37    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    425000 | PA      | $284403.86     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A4                                              | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49743.17      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                                             | TRADEWEB MARKE-A                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70543 | NS      | $10327495.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP                                             | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487221.00     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5912                                                    | CUSIP: 3140QRSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657529 | PA      | $674325.82     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2619308.52    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476052.28     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    445599 | NS      | $18719613.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2635                                                    | CUSIP: 3132DP4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1813371 | PA      | $1593093.34    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298120.28     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5815                                                    | CUSIP: 3140X9N92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367976 | PA      | $345419.11     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410875                                                    | CUSIP: 36206GMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4386 | PA      | $4503.57       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1047183.09    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6360                                                    | CUSIP: 3140QEB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3370467 | PA      | $2856698.30    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                      | FASTENAL CO                                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    695869 | NS      | $29226498.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                                                    | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1142127 | PA      | $1165949.95    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    525000 | PA      | $438589.02     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25526000 | PA      | $24748254.69   | 0.04%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2178371.01    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                       | CIENA CORP                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     86347 | NS      | $7022601.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9426                                                    | CUSIP: 36179YPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    552689 | PA      | $572621.81     | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NB Bancorp Inc                                                                   | NB BANCORP INC                                               | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25503 | NS      | $455483.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                                                    | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1085445 | PA      | $997271.16     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1173096.59    | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                                                    | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6077038 | PA      | $5671134.12    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327540.56     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Digi International Inc                                                           | DIGI INTL INC                                                | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     21457 | NS      | $747991.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $570478.23     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                                                    | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225955 | PA      | $209650.39     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                                                    | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1857495 | PA      | $1543587.90    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                                                    | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73393 | PA      | $67702.79      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                                                 | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1073501.19    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                                                           | F5 INC                                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     34944 | NS      | $10284718.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    400000 | PA      | $295323.44     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                                               | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1050000 | PA      | $1081179.60    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Corp                                                     | ACRES Commercial Realty Corp                                 | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               | CORP              | US        |      5440 | NS      | $97593.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004652.98    | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3071942.97    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD                                           | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $584665.17     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                     | TELEFLEX INC                                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     25928 | NS      | $3068838.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8213                                                    | CUSIP: 3133B6DS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173124 | PA      | $151715.06     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139646.58     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                                                     | VICTORY CAPITA-A                                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     30442 | NS      | $1938242.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    118468 | NS      | $19023591.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1365000 | PA      | $1370466.88    | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434058                                                    | CUSIP: 36207KE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       693 | PA      | $711.68        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS                                            | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     28147 | PA      | $27327.17      | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALMOLIV                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    489507 | NS      | $44496186.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:69588108                                               | GUARDIAN PHARM-A                                             | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13008 | NS      | $277200.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                                              | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    843687 | PA      | $826015.84     | 0.00%             | 2026-09-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                                                      | POPULAR INC                                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |     41736 | NS      | $4599724.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2201976.22    | 0.00%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Kewaunee Scientific Corp                                                         | KEWAUNEE SCI                                                 | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |      1646 | NS      | $96620.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                                                     | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1607 | PA      | $1632.00       | 0.00%             | 2039-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TriMas Corp                                                                      | TRIMAS CORP                                                  | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     25605 | NS      | $732559.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                                                    | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54345 | PA      | $52810.15      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    845000 | PA      | $833218.31     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                                             | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    530000 | PA      | $347543.52     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UFP Industries Inc                                                               | UFP INDUSTRIES I                                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     35502 | NS      | $3527478.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                                                    | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169394 | PA      | $163402.63     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                                              | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $602421.64     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    625000 | PA      | $596124.74     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    840000 | PA      | $881198.69     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1037374.32    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A4                                              | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $713261.64     | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB-A                                             | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3661 | NS      | $84019.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL C                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    133660 | NS      | $15288030.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                                                    | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510251 | PA      | $479106.14     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    485000 | PA      | $439229.44     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515737.45     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W                                             | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807397.51     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2040934.49    | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                                                    | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1093663 | PA      | $1078686.35    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $725974.28     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2508732.72    | 0.00%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                                                    | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1127082 | PA      | $1039047.46    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5                                            | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $506636.12     | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    332000 | PA      | $287442.94     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                                                    | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1375892 | PA      | $1262250.43    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    625000 | PA      | $581465.43     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                                                    | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90960 | PA      | $87448.03      | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER CORP                                                  | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     37202 | NS      | $2401017.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                             | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245470.93    | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                                                | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474714.47     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                                                      | GAP INC/THE                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    149031 | NS      | $3250366.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0090                                                    | CUSIP: 3618N5C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6934743 | PA      | $6638848.96    | 0.01%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $419347.00     | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                          | PEBBLEBROOK HOTE                                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     72856 | NS      | $727831.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                                                   | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $287123.90     | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                                                    | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411563 | PA      | $391018.32     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $2095382.60    | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018088.52    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Community Financial System Inc                                                   | COMMUNITY FINANC                                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     33290 | NS      | $1893202.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4372065.73    | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2587863.95    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                                             | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $633963.53     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411159.98     | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2753128.40    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $677301.94     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                                                    | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1130502 | PA      | $915110.49     | 0.00%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385771.12     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1032130.99    | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                                              | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1770000 | PA      | $2052627.23    | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822625.64     | 0.00%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $311296.79     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259371.76     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                                                    | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1264020 | PA      | $1210979.00    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                                                   | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    550000 | PA      | $503927.03     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2007831.59    | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                                                    | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217691 | PA      | $198774.40     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A4                                               | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151435.70     | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    975000 | PA      | $887212.99     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    300000 | PA      | $303472.63     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                                                    | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9245904 | PA      | $7796077.63    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973220.13     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Esquire Financial Holdings Inc                                                   | ESQUIRE FINANCIA                                             | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4686 | NS      | $443576.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783342                                                    | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32549 | PA      | $32978.39      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 343010                                                    | CUSIP: 31375SAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $8.04          | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                                                | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     20436 | NS      | $1551705.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                                              | PAR TECHNOLOGY                                               | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     22889 | NS      | $1587809.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                                                    | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39599 | PA      | $40838.26      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENTERTAI                                             | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    122699 | NS      | $3483424.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                                                   | IMMUNOVANT INC                                               | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41592 | NS      | $665472.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    544000 | PA      | $543400.93     | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                                                    | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2401175 | PA      | $2446007.26    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                                               | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659594.58     | 0.00%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                                                    | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76879 | PA      | $76013.14      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1319473.46    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McGrath RentCorp                                                                 | MCGRATH RENTCORP                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     15103 | NS      | $1751343.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    770000 | PA      | $673419.95     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP                                             | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1944621.03    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252925                                                    | CUSIP: 31371H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $996.80        | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS                                            | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $340569.95     | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908099.30     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8546                                                    | CUSIP: 3140XQP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    559688 | PA      | $588596.09     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                                                    | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6840 | PA      | $7003.87       | 0.00%             | 2035-01-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                                               | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386917.73     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $823578.95     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP                                             | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246981.01     | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388820.79     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257421.51     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58745.73      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208239.50     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1175000 | PA      | $1077988.24    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 512983                                                    | CUSIP: 36211G2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2894 | PA      | $2971.29       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                    | ULTRAGENYX PHARM                                             | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     54590 | NS      | $1984892.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510095                                                    | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1074 | PA      | $1102.20       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                                                 | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96425.04      | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2895668.46    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1610849.63    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    272000 | PA      | $278614.41     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                                                    | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1669020 | PA      | $1725616.59    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1355475.89    | 0.00%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                                                                   | WISDOMTREE INC                                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     82998 | NS      | $955306.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                                               | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254279.00     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                                               | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62972.56      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430483.65     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                                              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160316 | PA      | $147217.95     | 0.00%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1524327.33    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                                                 | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2575000 | PA      | $2563681.59    | 0.00%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333723.25     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Towne Bank/Portsmouth VA                                                         | TOWNE BANK                                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     41441 | NS      | $1416453.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST                                             | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248735.68     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Day One Biopharmaceuticals Inc                                                   | DAY ONE BIOPHARM                                             | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49510 | NS      | $321815.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                                                                      | SAMSARA INC-CL A                                             | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163165 | NS      | $6490703.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1236809.63    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99787.66      | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                                                    | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197047 | PA      | $190100.58     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                                                    | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    682703 | PA      | $605313.90     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                                                    | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10825867 | PA      | $9212454.33    | 0.02%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                                                  | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    313000 | PA      | $249175.71     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71408                                                    | CUSIP: 3128L4R55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4442 | PA      | $4607.29       | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343978.31     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    820000 | PA      | $807560.40     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc                                                        | USANA HEALTH SCI                                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      7561 | NS      | $230837.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV                                             | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $849335.82     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                                                    | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    594701 | PA      | $555585.29     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS                                          | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107072.77     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                                                          | HELIOS TECHNOLOG                                             | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     20020 | NS      | $668067.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                                                    | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65845 | PA      | $66870.40      | 0.00%             | 2043-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4617                                                    | CUSIP: 3140X8DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    613515 | PA      | $568580.03     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8152                                                    | CUSIP: 3132DWBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2183152 | PA      | $1904310.79    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318107.92     | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2895670.25    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525794.73     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Commercial Real Estate Corp                                                 | ARES COMMERCIAL                                              | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     39600 | NS      | $188892.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                                                     | HAIN CELESTIAL                                               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     51181 | NS      | $77795.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2117231.67    | 0.00%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                       | EART 2024-4A B                                               | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251539.45     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1674131.60    | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $2729105.29    | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A4                                              | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325479.15     | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $501374.63     | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                                                  | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $321652.59     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $517015.00     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890517                                                    | CUSIP: 31410LK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41382 | PA      | $43613.74      | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701104.83     | 0.00%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628154.94     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175149.23     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                                               | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75918.98      | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                                                    | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1032779 | PA      | $1007643.06    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5                                           | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $736139.04     | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                                                    | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328712 | PA      | $307528.17     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                                                   | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    600000 | PA      | $543126.79     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                                               | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    725000 | PA      | $440372.04     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8817                                                    | CUSIP: 3140XCYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1586915 | PA      | $1333611.81    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                                              | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1264522.57    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17508                                                    | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133457 | PA      | $132058.55     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $962598.42     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A4                                              | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $404208.60     | 0.00%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                                          | CONS EDISON INC                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    219023 | NS      | $21978958.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398917.97     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                          | CENTURY COMMUNIT                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     17610 | NS      | $991795.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                                                    | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9350442 | PA      | $9030367.79    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    933000 | PA      | $957858.12     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1609133.70    | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952730                                                    | CUSIP: 31413Q4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8670 | PA      | $9137.61       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1005                                                    | CUSIP: 3132CXDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1672660 | PA      | $1617022.14    | 0.00%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    415000 | PA      | $438043.02     | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $434394.25     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1865302.68    | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Relay Therapeutics Inc                                                           | RELAY THERAPEUTI                                             | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99704 | NS      | $344975.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1193760.42    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                                                  | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    830000 | PA      | $848707.78     | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                                                              | ADTRAN HOLDINGS                                              | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     43100 | NS      | $386607.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6208                                                    | CUSIP: 3140XM3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    773747 | PA      | $784864.63     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168547.98     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| American Integrity Insurance G                                                   | AMERICAN INTEGRI                                             | CUSIP: 026948109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $22454.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $403596.59     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                                                    | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51361 | PA      | $48411.53      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99563.86      | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                                                    | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1212039 | PA      | $1139635.44    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    687237 | NS      | $62971526.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                                               | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $126589.31     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256858.63     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                                                    | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    815643 | PA      | $730327.32     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                                                 | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5750000 | PA      | $5029761.33    | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2458                                                    | CUSIP: 31418BWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219858 | PA      | $209020.16     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1019304.09    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     77697 | NS      | $26180781.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KLX Energy Services Holdings Inc                                                 | KLX ENERGY SERVI                                             | CUSIP: 48253L205<br>LEI: 5493004D4S7MAO1H3U27 | Long             | EC               | CORP              | US        |     11351 | NS      | $21226.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                                       | SUNRUN INC                                                   | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    134318 | NS      | $1098721.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35987                                                    | CUSIP: 31297RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4777 | PA      | $4837.46       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A D                                               | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101534.20     | 0.00%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                                                    | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2945900 | PA      | $2506863.17    | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WesBanco Inc                                                                     | WESBANCO INC                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55428 | NS      | $1753187.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    389000 | PA      | $340835.59     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34988000 | PA      | $34152934.76   | 0.06%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                                                | CUSIP: 337358BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $108041.41     | 0.00%             | 2035-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                                              | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $309430.37     | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                                             | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $243667.85     | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167431.04     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530466.50     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512681.71    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                          | CSAIL 2015-C2 AS                                             | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    170369 | PA      | $167729.58     | 0.00%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                                                    | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216014 | PA      | $213246.45     | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657297.79     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Semler Scientific Inc                                                            | SEMLER SCIENTIFI                                             | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      9500 | NS      | $368030.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    138896 | NS      | $17992587.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $545551.91     | 0.00%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FibroGen Inc                                                                     | FIBROGEN INC                                                 | CUSIP: 31572Q881<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      2271 | NS      | $12036.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowco Holdings Inc                                                              | FLOWCO HOLDINGS                                              | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10796 | NS      | $192276.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                                              | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    328000 | PA      | $326203.42     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    425000 | PA      | $380998.63     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1650000 | PA      | $1710355.14    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI                                             | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501060.11     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                                                    | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3831593 | PA      | $3507170.51    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1734045.05    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    541000 | PA      | $457667.28     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prairie Operating Co                                                             | PRAIRIE OPERATIN                                             | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Long             | EC               | CORP              | US        |     10795 | NS      | $32331.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613404.34     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698091                                                    | CUSIP: 36296QRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57383 | PA      | $56811.56      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Forum Energy Technologies Inc                                                    | FORUM ENERGY TEC                                             | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      8700 | NS      | $169389.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823787.75     | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                   | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    990000 | PA      | $982086.13     | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433619.65     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5664309.32    | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| First Commonwealth Financial Corp                                                | FIRST COMMON FIN                                             | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     61266 | NS      | $994347.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                                                    | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    581461 | PA      | $560918.71     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    674892 | NS      | $83342413.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                                             | GLOBAL INDUSTRIAL CO                                         | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |     15766 | NS      | $425839.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                                            | AEVA TECHNOLOGIE                                             | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |      9447 | NS      | $357002.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                                                    | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88181 | PA      | $82991.10      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2350000 | PA      | $2398095.73    | 0.00%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $575316.63     | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Champion Homes Inc                                                               | CHAMPION HOMES I                                             | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33444 | NS      | $2093928.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                                                    | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    529296 | PA      | $509930.67     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3511                                                    | CUSIP: 3140X63V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1153248 | PA      | $969887.03     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cabaletta Bio Inc                                                                | CABALETTA BIO IN                                             | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49170 | NS      | $74738.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $845023.53     | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                                                    | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63367 | PA      | $64190.91      | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4                                            | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $156601.55     | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH 2025-A A4                                                | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253264.43     | 0.00%             | 2032-09-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                                                    | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164909 | PA      | $152788.78     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                                                    | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5882751 | PA      | $5806989.10    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                                                         | SUPER MICRO COMP                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    306617 | NS      | $15027299.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP                                             | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904905.88     | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Renovaro Inc                                                                     | RENOVARO INC                                                 | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |     70239 | NS      | $20292.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN FS4945                                                    | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1402050 | PA      | $1393278.09    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                                                 | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $809902.53     | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199175.05     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    810000 | PA      | $599930.83     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE2333                                                    | CUSIP: 3133BBSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20924 | PA      | $18127.61      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Coastal Insurance Corp                                                  | AMERICAN COASTAL                                             | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     12533 | NS      | $139366.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                                                    | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294950 | PA      | $277965.93     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220718.77     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $176312.76     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    700000 | PA      | $682933.30     | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932855.90     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     83622 | NS      | $27386205.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302339.33     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30048000 | PA      | $25213323.67   | 0.04%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                                                    | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393660.64     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                                                    | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1786994 | PA      | $1592557.23    | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                                                 | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150144.12     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $941343.95     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                                                    | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1549010 | PA      | $1427536.31    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                                                    | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1401742 | PA      | $1228838.26    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                                              | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771154.64     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1980640.94    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP                                             | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312258.58     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Maravai LifeSciences Holdings Inc                                                | MARAVAI LIFESC-A                                             | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162482 | NS      | $391581.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $586940.21     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780657.79     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-7 A1A                                              | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203996.06     | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751240.62     | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK-N/V                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |    153019 | NS      | $11601900.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                                                     | COMMUNITY HEALTH                                             | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64983 | NS      | $220942.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4714                                                    | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    904389 | PA      | $856134.82     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5                                             | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186233.84     | 0.00%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Broadwind Inc                                                                    | BROADWIND INC                                                | CUSIP: 11161T207<br>LEI: 529900ATI5MMWNW41F84 | Long             | EC               | CORP              | US        |    125165 | NS      | $226548.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                                                                | XOMA ROYALTY COR                                             | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |      4561 | NS      | $114937.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2081939.67    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 A3                                             | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $626029.56     | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG                                             | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740903.86     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                                                        | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516953.15     | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KORU Medical Systems Inc                                                         | KORU MEDICAL SYS                                             | CUSIP: 759910102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24374 | NS      | $87258.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8133                                                    | CUSIP: 3140QUBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1429654 | PA      | $1405519.91    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    550000 | PA      | $392298.69     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308685.81     | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L                                             | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    970000 | PA      | $872523.83     | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                                                    | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165589 | PA      | $161613.51     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    462000 | PA      | $434196.06     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8475                                                    | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6150791 | PA      | $6150750.57    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184402.15     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53132000 | PA      | $29554675.00   | 0.05%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375518.62     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC                                             | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401787.72     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                                             | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376384.83     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                                                    | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2372 | PA      | $2454.08       | 0.00%             | 2037-07-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2024-3                             | BLAST 2024-3 A3                                              | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250684.60     | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138186.47     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                                              | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244069.08     | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                                                    | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1922900 | PA      | $1963008.47    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                                                    | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1461516 | PA      | $1171182.94    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3                                             | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480110 | PA      | $473550.57     | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    345000 | PA      | $347248.27     | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630900.77     | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8949                                                    | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370159 | PA      | $377950.56     | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELEC CO                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    341197 | NS      | $45491796.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                                                    | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1422216 | PA      | $1245897.56    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                                                    | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68888 | PA      | $67947.04      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameris Bancorp                                                                   | AMERIS BANCORP                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     40849 | NS      | $2642930.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3275000 | PA      | $3297821.11    | 0.01%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37088000 | PA      | $37351672.31   | 0.06%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                                               | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     58998 | NS      | $1238368.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   3284000 | PA      | $3376344.32    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A3                                              | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229577 | PA      | $230832.40     | 0.00%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI                                             | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    458000 | PA      | $448127.35     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial Inc                                                         | WATERSTONE FINAN                                             | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      9456 | NS      | $130587.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1170525.65    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                                                | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    375000 | PA      | $231394.66     | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADT Inc                                                                          | ADT INC                                                      | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221488 | NS      | $1876003.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                                    | DUN & BRADSTREET                                             | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207454 | NS      | $1885756.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467260.44     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Adicet Bio Inc                                                                   | ADICET BIO INC                                               | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     41441 | NS      | $25279.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $2394723.73    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                                              | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1663364.36    | 0.00%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1369736.56    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587699.39     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                                             | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489540.64     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                                                    | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694373 | PA      | $702479.86     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $671115.99     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    651000 | PA      | $676718.88     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                                                    | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    826485 | PA      | $685712.44     | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                                                    | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160078 | PA      | $143483.01     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ur-Energy Inc                                                                    | UR-ENERGY INC                                                | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | US        |    215196 | NS      | $225955.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    859000 | PA      | $845892.97     | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319340.23     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                                                              | ALLEGIANT TRAVEL                                             | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9329 | NS      | $512628.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                                                    | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4218 | PA      | $4382.70       | 0.00%             | 2041-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                                           | GROUP 1 AUTOMOTI                                             | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      7950 | NS      | $3471844.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                                                    | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3692511 | PA      | $3638254.13    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1292707.61    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                                                    | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    792482 | PA      | $724846.31     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    825000 | PA      | $590738.00     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                                                    | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1083235 | PA      | $911006.07     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582236.30     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Denny's Corp                                                                     | DENNY'S CORP                                                 | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     28512 | NS      | $116899.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514085.04     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA                                             | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623623 | PA      | $588774.19     | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432659.01     | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294935.62     | 0.00%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $656292.43     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                              | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    575000 | PA      | $549702.01     | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                                         | MANHATTAN ASSOC                                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     36576 | NS      | $7222662.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                                                    | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1930764 | PA      | $1971036.47    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                                                    | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260495 | PA      | $237468.50     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    262000 | PA      | $262888.08     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                                                    | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205973 | PA      | $204423.87     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                                                    | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7827 | PA      | $8232.11       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                                                    | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1272105 | PA      | $1063605.27    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2305                                                    | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    555365 | PA      | $545856.26     | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                                               | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    850000 | PA      | $749463.37     | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7323                                                    | CUSIP: 3132DVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1669474 | PA      | $1636465.25    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                                                        | ALLOGENE THERAPE                                             | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89181 | NS      | $100774.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae I Pool                                                                | GN 582194                                                    | CUSIP: 36201FXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3039 | PA      | $3120.26       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89143.66      | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                                                   | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448814.01     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                                                    | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358732 | PA      | $295933.57     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $882199.81     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                                                      | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237738 | PA      | $240853.04     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northeast Bank                                                                   | NORTHEAST BANK                                               | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      4108 | NS      | $365570.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623523.38     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-167 A2                                                | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $836669.96     | 0.00%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1110165.41    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483096.40     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841612.99     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    475000 | PA      | $401281.23     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Appian Corp                                                                      | APPIAN CORP-A                                                | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     25655 | NS      | $766058.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HOLDIN                                             | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     45569 | NS      | $918671.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                                                    | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1708935 | PA      | $1436688.61    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP                                             | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183604.28     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                                                      | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18510 | PA      | $19498.44      | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7935                                                    | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3689667 | PA      | $3008852.17    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                                             | TRI POINTE HOMES                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54647 | NS      | $1745971.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    950000 | PA      | $788545.15     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $785323.58     | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495781.18     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                                                    | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    929797 | PA      | $890529.36     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    298251 | NS      | $65209598.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346743.38     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003887.13    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                                                    | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18018 | PA      | $18522.08      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480261.76     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Artesian Resources Corp                                                          | ARTESIAN RES-A                                               | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6216 | NS      | $208608.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                                                    | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2201468 | PA      | $1882114.28    | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                                              | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496052.72     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $523777.89     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2070000 | PA      | $1540995.02    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                                              | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173039.28     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258821.39     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alight Inc                                                                       | ALIGHT INC-CL A                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    264075 | NS      | $1494664.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344125.02     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1310922.66    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550660.49     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Quaker Chemical Corp                                                             | QUAKER CHEMICAL                                              | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      8812 | NS      | $986415.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE                                             | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58415.58      | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302454.98     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                                                    | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1400 | PA      | $1446.09       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                                                | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $535194.47     | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    342923 | NS      | $27577867.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2132597.29    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K060 A2                                                 | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $987105.20     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531415.70     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Marqeta Inc                                                                      | MARQETA INC-A                                                | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    236849 | NS      | $1380829.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1577                                                    | CUSIP: 3140X4XF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    913518 | PA      | $893123.72     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sky Harbour Group Corp                                                           | SKY HARBOUR GROU                                             | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18315 | NS      | $178937.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN MA3897                                                    | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100072 | PA      | $96333.07      | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568714.03     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4021000 | PA      | $3948157.24    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   5475000 | PA      | $5484913.40    | 0.01%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| World Acceptance Corp                                                            | WORLD ACCEPTANCE                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2039 | NS      | $336679.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                                             | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $762606.49     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                                                    | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1749725 | PA      | $1469887.66    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35863                                                    | CUSIP: 31307SQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709437 | PA      | $682897.18     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rekor Systems Inc                                                                | REKOR SYSTEMS IN                                             | CUSIP: 759419104<br>LEI: 549300BHH76SEFU1DD95 | Long             | EC               | CORP              | US        |     34766 | NS      | $40328.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G08859                                                    | CUSIP: 3128MJ5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47066 | PA      | $47066.48      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                                                | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $855817.89     | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily WI Certificates Series WI-K170                           | WI K170 A2                                                   | CUSIP: 3137HKQ49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3092754.30    | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                                                    | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307650 | PA      | $296716.45     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10242966.44   | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                                                    | SYNAPTICS INC                                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     20779 | NS      | $1346894.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                                                        | BLUE RIDGE BNKSH                                             | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60060 | NS      | $215615.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN AD7779                                                    | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57781 | PA      | $58452.43      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $480907.93     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                                                    | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155597 | PA      | $146089.46     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     81618 | NS      | $1399748.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K758 A2                                                 | CUSIP: 3137HHJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1757995.28    | 0.00%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1499187.83    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279278.15     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $691090.06     | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505470.47     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2765391.55    | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Money Express Inc                                                  | INTERNATIONAL MO                                             | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18974 | NS      | $191447.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13882                                                    | CUSIP: 3128PTJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3724 | PA      | $3710.76       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                                                    | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1107 | PA      | $1164.63       | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 10X Genomics Inc                                                                 | 10X GENOMICS I-A                                             | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     64342 | NS      | $745080.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4319                                                    | CUSIP: 3132E0YQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    730995 | PA      | $745556.69     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyster-Yale Inc                                                                  | HYSTER-YALE INC                                              | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5323 | NS      | $211748.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                                                 | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $773481.80     | 0.00%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Donegal Group Inc                                                                | DONEGAL GROUP-B                                              | CUSIP: 257701300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15876 | NS      | $278306.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Erasca Inc                                                                       | ERASCA INC                                                   | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128247 | NS      | $162873.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                                                    | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2267294 | PA      | $2073903.64    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    565000 | PA      | $421020.41     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                                                    | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1045575 | PA      | $979985.46     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $315000.82     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                                                 | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587789.46     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB                                           | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     62886 | PA      | $62235.36      | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15638                                                    | CUSIP: 31296QHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33149 | PA      | $33507.29      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 AS                                               | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126634.84     | 0.00%             | 2054-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    776000 | PA      | $701172.74     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Joby Aviation Inc                                                                | JOBY AVIATION IN                                             | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259769 | NS      | $2740562.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                                       | VIASAT INC                                                   | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     69807 | NS      | $1019182.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                  | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2018189.53    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1807644.46    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250772.59     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                                                    | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7814114 | PA      | $6500894.71    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1248949.43    | 0.00%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    795000 | PA      | $746890.23     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                               | VZMT 2024-4 A1A                                              | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $529531.80     | 0.00%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                                              | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198524.49     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0146                                                    | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8128868 | PA      | $7985439.83    | 0.01%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                                                 | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2198370.26    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI                                             | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $387193.24     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588631.60     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874094.62     | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                                                     | GRAPHIC PACKAGIN                                             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    184737 | NS      | $3892408.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                                              | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    715000 | PA      | $562058.69     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35270000 | PA      | $35410528.73   | 0.06%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURCE                                             | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     69073 | NS      | $3296163.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                                                | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    754000 | PA      | $677889.98     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $662877.95     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                                                    | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2695 | PA      | $2688.32       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1005000 | PA      | $976039.15     | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    525000 | PA      | $340341.48     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Steelcase Inc                                                                    | STEELCASE INC-A                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     51901 | NS      | $541327.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                                              | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334777 | PA      | $292966.30     | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Atlantic Union Bankshares Corp                                                   | ATLANTIC UNION B                                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82247 | NS      | $2572686.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44134.58      | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04320                                                    | CUSIP: 3128M6DZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35237 | PA      | $37223.00      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                                                    | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    674886 | PA      | $616688.87     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1250237.01    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| MBX Biosciences Inc                                                              | MBX BIOSCIENCES                                              | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7765 | NS      | $88598.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    925000 | PA      | $949115.16     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc                                                                  | SHAKE SHACK IN-A                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     23285 | NS      | $3273871.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                                                    | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154151 | PA      | $156108.23     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8541                                                    | CUSIP: 3140XCP36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    420396 | PA      | $403900.54     | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                                                | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $323683.44     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884622.91     | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                                                    | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60240 | PA      | $60939.92      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                                              | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    900000 | PA      | $537152.84     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $972949.56     | 0.00%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE                                             | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484469.26     | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                                             | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202126.53     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $848785.54     | 0.00%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                                                    | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    432730 | PA      | $417126.60     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $864730.69     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                                                    | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180652 | PA      | $182748.44     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                                          | WINTRUST FINL                                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     40896 | NS      | $5070286.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A4                                              | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $408811.64     | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402001.94     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904442.47     | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $519119.03     | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456681.53     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM9877                                                    | CUSIP: 36185C6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    127851 | PA      | $122234.45     | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $694828.65     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Esperion Therapeutics Inc                                                        | ESPERION THERAPE                                             | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |    288142 | NS      | $283646.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                                                    | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095841 | PA      | $1097546.00    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553854.93     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    438000 | PA      | $410819.64     | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328528.09     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                                                     | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13358 | PA      | $13570.20      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $1821171.21    | 0.00%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6961                                                    | CUSIP: 3138A8WX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26313 | PA      | $26197.15      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                                                    | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345615 | PA      | $1127884.64    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429433.26     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789064.79     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632887.18     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Radiant Logistics Inc                                                            | RADIANT LOGISTIC                                             | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      7523 | NS      | $45739.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A4                                              | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49182.27      | 0.00%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04359                                                    | CUSIP: 3128M6E87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9138 | PA      | $9462.39       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                                                      | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2135 | PA      | $2249.88       | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1525000 | PA      | $1838557.39    | 0.00%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     55917 | NS      | $4747912.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    925000 | PA      | $855773.20     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                  | HECLA MINING CO                                              | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    376224 | NS      | $2253581.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                                      | BANNER CORPORATI                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13787 | NS      | $884436.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                                              | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $550488.98     | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $3612818.63    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25873000 | PA      | $25810338.70   | 0.04%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                                                    | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136377 | PA      | $132116.94     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $442815.18     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL                                          | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    415000 | PA      | $347218.38     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                                                    | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156735 | PA      | $153366.09     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Bankshares Inc                                                                | CF BANKSHARES IN                                             | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |      3592 | NS      | $86100.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                                             | SHORE BANCSHARES                                             | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19980 | NS      | $314085.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $859877.64     | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3334957.25    | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc                                                            | ESCO TECH INC                                                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     15921 | NS      | $3054762.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49018.94      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635204.86     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL                                          | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $554799.54     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4954                                                    | CUSIP: 3138EMQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69880 | PA      | $72598.94      | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1680203.70    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $221012.01     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                                                    | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    519573 | PA      | $457209.54     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430648.64     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5                                             | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $122474.70     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                                                    | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3406841 | PA      | $3114123.65    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238769.39     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                                                    | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367032 | PA      | $354597.20     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arcutis Biotherapeutics Inc                                                      | ARCUTIS BIOTHERA                                             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64105 | NS      | $898752.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1983529.04    | 0.00%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411478.66     | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    725000 | PA      | $684348.14     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                                | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $438765.95     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503824.78     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bridge Investment Group Holdings Inc                                             | BRIDGE INVESTM-A                                             | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27276 | NS      | $273032.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                                           | NORTHERN OIL AND                                             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     57188 | NS      | $1621279.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                                              | EQUITY COMMONWEALTH - DISTRIBUTION LINE (JUNE 2025)          | CUSIP: 294ESC017<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     61932 | NS      | $0.62          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698094                                                    | CUSIP: 36296QRP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143878 | PA      | $142418.10     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $391887.90     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS                                            | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    450000 | PA      | $490208.94     | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5737                                                    | CUSIP: 3138AKLT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259576 | PA      | $256822.01     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2714580.58    | 0.00%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                                               | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $294751.47     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $994628.71     | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358822.49     | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                                                    | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $174606.53     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    336000 | PA      | $338622.10     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2385000 | PA      | $2193399.44    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Rent the Runway Inc                                                              | RENT THE RUNWA-A                                             | CUSIP: 76010Y202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1222 | NS      | $6183.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                                               | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160894 | PA      | $155412.72     | 0.00%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483446.12     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                                                    | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297797 | PA      | $294715.52     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449732.15     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                                                    | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256609 | PA      | $250363.76     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $462104.84     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Signet Jewelers Ltd                                                              | SIGNET JEWELERS                                              | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     23053 | NS      | $1833866.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    586000 | PA      | $582384.06     | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    525000 | PA      | $560610.52     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88767                                                    | CUSIP: 312935W47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36057 | PA      | $37344.74      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022963.27    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273117.72     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                                                    | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89309 | PA      | $87456.80      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MSBAM 2015-C24 A4                                            | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46475 | PA      | $46350.76      | 0.00%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1171135.37    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                                                    | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    979631 | PA      | $847773.28     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6459                                                    | CUSIP: 3140XNE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2731897 | PA      | $2802539.89    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Inc                                                         | RACKSPACE TECHNO                                             | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41198 | NS      | $52733.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388709.79     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL                                            | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $186423.00     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                                              | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1629937.17    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A4                                              | CUSIP: 58768RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200135.88     | 0.00%             | 2029-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0201                                                    | CUSIP: 3142GQGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607373 | PA      | $630578.96     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2370000 | PA      | $2358541.60    | 0.00%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Acuren Corp                                                                      | ACUREN CORPORATI                                             | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |     29177 | NS      | $322114.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RJ0538                                                    | CUSIP: 3142GQS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1287255 | PA      | $1357562.95    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1196505.52    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $438016.95     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1221333.53    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   3441700 | NS      | $83426808.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Lighting Inc                                                       | ACUITY BRANDS                                                | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    705000 | PA      | $616851.83     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    831000 | PA      | $817622.04     | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400754.01     | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    565000 | PA      | $610048.69     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Akebia Therapeutics Inc                                                          | AKEBIA THERAPEUT                                             | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    151441 | NS      | $551245.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                                                    | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151823 | PA      | $147463.16     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417414.86     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2244343.91    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $292575.30     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5207                                                    | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104171 | PA      | $96904.18      | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                                              | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2545328.88    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676919.04     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                                                 | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $443433.47     | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320582.16     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                                                     | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47325 | PA      | $47954.36      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104111.98     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429734.93     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                                                    | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    428163 | PA      | $404916.91     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS                                             | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102330.92     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 685839                                                    | CUSIP: 36296A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121639 | PA      | $122919.71     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flexsteel Industries Inc                                                         | FLEXSTEEL INDS                                               | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      2803 | NS      | $100992.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB0877                                                    | CUSIP: 3140A96P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58168 | PA      | $59162.80      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    439595 | NS      | $11293195.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                                                    | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    828760 | PA      | $797315.34     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                                               | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698190.59     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    765000 | PA      | $638133.51     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                                              | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372027.56     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18368                                                    | CUSIP: 3128MMMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6472 | PA      | $6448.86       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI                                             | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452920.52     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                                                    | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2745133 | PA      | $2428162.96    | 0.00%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                                                 | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $1813947.22    | 0.00%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    565000 | PA      | $416768.65     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                                                    | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266741 | PA      | $257543.57     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420428.60     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236750.91    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |   1657608 | NS      | $526555757.28  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932265.93     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A3                                               | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211167 | PA      | $211551.70     | 0.00%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1021406.07    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2654                                                    | CUSIP: 3138EJ5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22799 | PA      | $22487.71      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-TXB-D-BABS                                             | CUSIP: 20772JAC6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    575000 | PA      | $577935.26     | 0.00%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                           | CACI INTL-A                                                  | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     13483 | NS      | $6427346.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    750000 | PA      | $717799.31     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                                                     | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68001 | PA      | $69082.60      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1389060.45    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                                                    | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672631.57     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00445                                                    | CUSIP: 31292GP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $15.05         | 0.00%             | 2026-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                                                    | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68925 | PA      | $70923.51      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390477.21     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                                                    | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204772 | PA      | $202284.41     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $903839.03     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                                                        | ANSYS INC                                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     53380 | NS      | $18748123.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A4                                            | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $397908.32     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                                                    | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    202880 | PA      | $205097.48     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Financial Bancorp                                                          | FIRST FIN BANCRP                                             | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     57056 | NS      | $1384178.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GROU                                             | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     39603 | NS      | $7855651.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                                                | UNIVERSAL CORP                                               | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     15272 | NS      | $889441.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154634.12    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1480128.81    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                                                  | AVEANNA HEALTHCA                                             | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28788 | NS      | $150561.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0132                                                    | CUSIP: 3140E4EE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330268 | PA      | $322427.74     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1250000 | PA      | $1120197.50    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $904720.80     | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5                                            | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $206597.44     | 0.00%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                                                 | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    900000 | PA      | $789648.85     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AG Mortgage Investment Trust Inc                                                 | AG MORTGAGE INVE                                             | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |     14938 | NS      | $112781.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02803                                                    | CUSIP: 3128M4NU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28603 | PA      | $30090.38      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $237233.23     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                                                    | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1834359 | PA      | $1544997.96    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $406039.06     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GrowGeneration Corp                                                              | GROWGENERATION C                                             | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    204239 | NS      | $190983.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                                                    | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    353965 | PA      | $344907.65     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parke Bancorp Inc                                                                | PARKE BANCORP                                                | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      5702 | NS      | $116149.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                                                     | HB FULLER CO                                                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     33435 | NS      | $2011115.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                                                    | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3456769 | PA      | $3192391.46    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saul Centers Inc                                                                 | SAUL CENTERS INC                                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8462 | NS      | $288892.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795867.72     | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enhabit Inc                                                                      | ENHABIT INC                                                  | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     27672 | NS      | $266758.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY                                             | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540005.59     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                                                 | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1101125.81    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261411.00     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Serve Robotics Inc                                                               | SERVE ROBOTICS I                                             | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19569 | NS      | $223869.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4750000 | PA      | $4758405.29    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1877322.59    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NerdWallet Inc                                                                   | NERDWALLET INC-A                                             | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |     20606 | NS      | $226047.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                                                    | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148545 | PA      | $144094.40     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    167843 | NS      | $23252969.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                                                                       | LENSAR INC                                                   | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7146 | NS      | $94112.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $650357.75     | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                                                    | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4580530 | PA      | $3981171.04    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                                                    | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59794.28      | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Zeta Global Holdings Corp                                                        | ZETA GLOBAL HO-A                                             | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |    126794 | NS      | $1964039.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 A1A                                              | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253026.80     | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931070.09    | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53461000 | PA      | $49363715.28   | 0.09%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404880.06     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31429900 | PA      | $30103951.09   | 0.05%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758596.61     | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4786                                                      | CUSIP: 36202FJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       650 | PA      | $648.22        | 0.00%             | 2025-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246890.44     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    109578 | NS      | $8798017.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                                                    | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62786 | PA      | $62316.70      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561904.06    | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                                  | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279287.55     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amprius Technologies Inc                                                         | AMPRIUS TECHNOLO                                             | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46316 | NS      | $194990.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1015                                                    | CUSIP: 31418ADV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150219 | PA      | $137380.64     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                                                    | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1123420 | PA      | $991833.84     | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $264820.56     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6516                                                    | CUSIP: 3140QSG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1985428 | PA      | $1967422.94    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                                                 | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501144.35     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                                              | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    225000 | PA      | $172942.29     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc                                                             | BEAZER HOMES USA                                             | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     16992 | NS      | $380111.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947909                                                    | CUSIP: 31413KR60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18789 | PA      | $19813.77      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABM Industries Inc                                                               | ABM INDUSTRIES                                               | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     35597 | NS      | $1680534.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00569                                                    | CUSIP: 31292GT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $59.11         | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $595921.39     | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3372620.05    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5                                            | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $346699.96     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                                             | CRACKER BARREL                                               | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     13326 | NS      | $813952.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443317.29     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6317                                                    | CUSIP: 3140QSAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1523488 | PA      | $1500626.26    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB2587                                                    | CUSIP: 3140AB2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1619190 | PA      | $1619179.00    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A4                                               | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $205682.30     | 0.00%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                                                    | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2972438 | PA      | $2922817.46    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                               | EVERI HOLDINGS I                                             | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     48724 | NS      | $693829.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                                                    | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5998 | PA      | $6165.21       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                                                    | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11614116 | PA      | $9239637.79    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 953460                                                    | CUSIP: 31413RWV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14146 | PA      | $14891.35      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   3000000 | PA      | $2954106.46    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $511870.45     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                      | DATADOG INC-A                                                | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |    183534 | NS      | $24654122.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                                     | SANMINA CORP                                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     31570 | NS      | $3088493.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                                     | ARTIVION INC                                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     23447 | NS      | $729201.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26538000 | PA      | $19712758.13   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17893700 | PA      | $11719674.57   | 0.02%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $892337.50     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930893.57     | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    675000 | PA      | $686355.62     | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                                               | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $879745.32     | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $579234.60     | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431919.64     | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Torrid Holdings Inc                                                              | TORRID HOLDINGS                                              | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15299 | NS      | $45132.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp                                                             | WABASH NATIONAL                                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     27738 | NS      | $294854.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2501770.88    | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1283942.40    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $256857.03     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765298.14     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729682                                                    | CUSIP: 3620AGUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1426 | PA      | $1441.45       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1592368.81    | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                                                    | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300532 | PA      | $1197256.99    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246361.14     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                                       | ACADIA PHARMACEU                                             | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     77671 | NS      | $1675363.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                                              | TREEHOUSE FOODS                                              | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     27777 | NS      | $539429.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771478.43     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1864749.67    | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 377448                                                    | CUSIP: 36204RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $48.29         | 0.00%             | 2026-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52457000 | PA      | $49049343.97   | 0.08%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4                                            | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $607082.37     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1040257.29    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                                                    | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       206 | PA      | $211.94        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403416.93     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $649360.42     | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONE Group Hospitality Inc/The                                                    | ONE GROUP HOSPIT                                             | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |     15411 | NS      | $62414.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG                                             | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293767.18     | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790524.17     | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                                              | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639836.12     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                                                 | RBC BEARINGS INC                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18936 | NS      | $7286572.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $556557.12     | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                                                    | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301188 | PA      | $286523.97     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5405                                                    | CUSIP: 3140QRAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1412265 | PA      | $1355384.91    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrim BanCorp Inc                                                             | NORTHRIM BANCORP                                             | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      3190 | NS      | $297499.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                                              | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402822.95     | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $430480.47     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95121                                                    | CUSIP: 312943VN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18225 | PA      | $18062.81      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    767000 | PA      | $750177.17     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890765                                                    | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1011689 | PA      | $935145.48     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| X4 Pharmaceuticals Inc                                                           | X4 PHARMACEUTICA                                             | CUSIP: 98420X202<br>LEI: 549300R0UFVPXWP86U94 | Long             | EC               | CORP              | US        |      3216 | NS      | $6110.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp/IN                                                          | OLD NATL BANCORP                                             | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    181786 | NS      | $3879313.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                                                    | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1696113 | PA      | $1641183.32    | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                               | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163058.49     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                                                    | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309932 | PA      | $273639.01     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    835000 | PA      | $777216.59     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227245.70     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    388000 | PA      | $391152.09     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 A4                                           | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523562.70     | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc                                                                | PROS HOLDINGS IN                                             | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     38736 | NS      | $606605.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448688.96     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                                                    | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41014 | PA      | $40157.39      | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCI Liberty Inc                                                                  | GCI Liberty Inc ESCROW DUMMY                                 | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78532 | NS      | $0.79          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                                                    | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329867 | PA      | $264853.91     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1602000 | PA      | $1624137.59    | 0.00%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52413000 | PA      | $52887992.81   | 0.09%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2148617.76    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1525000 | PA      | $1527773.98    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                                             | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $862801.56     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520882.30     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $281030.33     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                  | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1086152.29    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                                         | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $282796.01     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                                                      | GENTEX CORP                                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    136214 | NS      | $2995345.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                                          | ANI PHARMACEUTIC                                             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12293 | NS      | $802118.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191789.97     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735215                                                    | CUSIP: 31402QYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9492 | PA      | $10064.23      | 0.00%             | 2034-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                                                       | MACY'S INC                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    161974 | NS      | $1888616.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3550091.26    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0531                                                    | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1790310 | PA      | $1653737.11    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A3                                              | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251994 | PA      | $252268.26     | 0.00%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    954000 | PA      | $978774.79     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527052.41     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| StandardAero Inc                                                                 | STANDARDAERO INC                                             | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71900 | NS      | $2275635.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                                    | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746639.29     | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                                                    | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    766198 | PA      | $723920.14     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B                                           | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $349716.09     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51398.05      | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1548535.58    | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Southern Missouri Bancorp Inc                                                    | SOUTHERN MISSOUR                                             | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5889 | NS      | $322599.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                                           | THIRD HARMONIC B                                             | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51652 | NS      | $280470.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES                                             | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590970.18     | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meridianlink Inc                                                                 | MERIDIANLINK INC                                             | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17063 | NS      | $276932.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                                                    | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207748 | PA      | $191887.41     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD                                        | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $146261.52     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0538                                                    | CUSIP: 3132CWS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535802 | PA      | $502454.87     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150453.79     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                                               | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624300.70     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                                                    | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5538171 | PA      | $5194942.07    | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stock Yards Bancorp Inc                                                          | STOCK YARDS BANC                                             | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     17792 | NS      | $1405212.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                                              | CAPITAL BANCORP                                              | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      8094 | NS      | $271796.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     88866 | NS      | $3279155.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707563.84     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0769                                                    | CUSIP: 3138EG2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176328 | PA      | $174460.19     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                                               | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $190862.55     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $643038.94     | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553495                                                    | CUSIP: 36213F3C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15431 | PA      | $15929.74      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    925000 | PA      | $669915.60     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                                                    | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148063 | PA      | $146793.18     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                                                    | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81685 | PA      | $77097.26      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502539.88     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                      | CARLYLE SECURED                                              | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153313.85     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32412000 | PA      | $31732107.74   | 0.05%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4653                                                    | CUSIP: 3140XLE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2847385 | PA      | $2854484.68    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64685000 | PA      | $62304793.82   | 0.11%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Everspin Technologies Inc                                                        | EVERSPIN TECHNOL                                             | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |      8413 | NS      | $52917.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                             | RUSH ENTER-CL A                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     36808 | NS      | $1895980.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3998                                                    | CUSIP: 3142GUNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1486398 | PA      | $1503110.39    | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                                                    | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4431794 | PA      | $4441460.63    | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                                                    | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3991585 | PA      | $4016572.37    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                                              | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $332797.42     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Maui Land & Pineapple Co Inc                                                     | MAUI LAND & PINE                                             | CUSIP: 577345101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6499 | NS      | $118216.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9486                                                    | CUSIP: 36179YRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6003383 | PA      | $5751450.07    | 0.01%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1645565.59    | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Hawthorn Bancshares Inc                                                          | HAWTHORN BANCSHA                                             | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5084 | NS      | $148147.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                                                    | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    627034 | PA      | $579082.08     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                                                    | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    580692 | PA      | $544034.10     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835229.23     | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                                                    | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85138 | PA      | $83624.80      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255398.93     | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Amerant Bancorp Inc                                                              | AMERANT BANCORP                                              | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |     24085 | NS      | $439069.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    900000 | PA      | $752600.62     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433804.09     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                                                  | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246195.30     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749124.81     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809924                                                    | CUSIP: 31406GYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63136 | PA      | $65102.62      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1633780.24    | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E CORP                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1290815 | NS      | $17993961.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2776000 | PA      | $1645974.02    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3626269.09    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592754.07     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                                                    | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33678 | PA      | $33011.75      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 AS                                            | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $110857.50     | 0.00%             | 2056-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                                              | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255360 | PA      | $248120.55     | 0.00%             | 2027-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1704132.19    | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| First Guaranty Bancshares Inc                                                    | FIRST GUARANTY B                                             | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      4784 | NS      | $39324.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3159                                                    | CUSIP: 36180EQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156199 | PA      | $141277.38     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                                                | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246472.76     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Evolv Technologies Holdings Inc                                                  | EVOLV TECHNOLOGI                                             | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76538 | NS      | $477597.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                                                 | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $206134.58     | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                                                    | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452248 | PA      | $445397.91     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4                                             | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $587681.64     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341237.62     | 0.00%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                                                     | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2935 | PA      | $2971.48       | 0.00%             | 2039-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                                                  | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187359.97     | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp                                                                   | NCR VOYIX CORP                                               | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     79101 | NS      | $927854.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                                                    | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    624312 | PA      | $597934.99     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6339                                                    | CUSIP: 3140XABH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    827904 | PA      | $760651.03     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                                                    | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2735184 | PA      | $2681104.17    | 0.00%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9791                                                    | CUSIP: 3133B72Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80194 | PA      | $63636.51      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QuinStreet Inc                                                                   | QUINSTREET INC                                               | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     34959 | NS      | $562839.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                                                    | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14287684 | PA      | $11404756.35   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    273895 | NS      | $27019741.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                                                    | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217953 | PA      | $215564.35     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                                                 | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     12298 | NS      | $4016157.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                                                | QUANTUMSCAPE COR                                             | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227340 | NS      | $1527724.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268298.36     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                                                    | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    305238 | PA      | $295768.99     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484586.32     | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK                                             | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1282525.62    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794887                                                    | CUSIP: 31405PCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20003 | PA      | $20655.38      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1600000 | PA      | $1568998.94    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Insteel Industries Inc                                                           | INSTEEL INDS                                                 | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     12794 | NS      | $476064.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A3                                              | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302687.40     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510418.07     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2456708.08    | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    588000 | PA      | $582471.08     | 0.00%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                                              | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    308000 | PA      | $276242.16     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    925000 | PA      | $802934.13     | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Purple Innovation Inc                                                            | PURPLE INNOVATIO                                             | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44393 | NS      | $32371.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431795.71     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233358.45     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| aTyr Pharma Inc                                                                  | ATYR PHARMA INC                                              | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |     38420 | NS      | $194789.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439407.13     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 A3                                              | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302448 | PA      | $303695.37     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1170                                                    | CUSIP: 3138AEJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38526 | PA      | $38975.24      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    180000 | PA      | $204624.34     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                                                             | ENSIGN GROUP INC                                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     35246 | NS      | $5437047.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5355292.92    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2212062.90    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $427604.88     | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604734                                                    | CUSIP: 36200MY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1882 | PA      | $1932.25       | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331176.11     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q                                         | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245171.60     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $786439.76     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 408838                                                    | CUSIP: 36206EEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.69          | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1159707.15    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1599568.05    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4                                            | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $561607.45     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510266.61     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3592                                                    | CUSIP: 3132DQ7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1727511 | PA      | $1739376.51    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDS INC                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    137495 | NS      | $15640056.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211210.62     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                              | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342796.80     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    560000 | PA      | $451085.51     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915346.31     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81679.61      | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                                                    | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43807 | PA      | $45086.78      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1700167.84    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    675000 | PA      | $725714.53     | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A4                                              | CUSIP: 14319GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $406682.52     | 0.00%             | 2030-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                                               | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    425000 | PA      | $330254.49     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                                                                     | TERAWULF INC                                                 | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |    203947 | NS      | $893287.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3956                                                    | CUSIP: 3140JLME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131503 | PA      | $124034.92     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                                                    | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1054509 | PA      | $1089109.60    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1190                                                    | CUSIP: 3138A2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187298 | PA      | $181365.22     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                                              | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $941287.68     | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                                                    | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328164 | PA      | $283943.64     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                                             | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $746342.99     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2987999.78    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293639.71     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B                                             | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90749.00      | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410289.40     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8070                                                    | CUSIP: 3132D56F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    602488 | PA      | $563927.20     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                                                | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520401.15     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                                             | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502967.37    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ER4Q1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $253029.00     | 0.00%             | 2028-02-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                                                     | SIMPSON MFG                                                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     24968 | NS      | $3877780.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 518024                                                    | CUSIP: 36211NPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1521 | PA      | $1551.92       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Novusterra Inc                                                                   | NOVUSTERRA INC                                               | CUSIP: 67012E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2191 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                       | XENIA HOTELS & R                                             | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     62215 | NS      | $782042.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1564774.07    | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                                                    | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469812 | PA      | $433883.84     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1977                                                    | CUSIP: 3140QMFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2077008 | PA      | $1898550.69    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                                                    | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1442031 | PA      | $1156470.14    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417716.19     | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $445713.77     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                                              | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     39705 | NS      | $4010205.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                                              | C4 THERAPEUTICS                                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45085 | NS      | $64471.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374232.45     | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                              | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196060.89     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320791.67     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4920                                                    | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2494458 | PA      | $2545709.21    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509251.42     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                                                    | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218660 | PA      | $199836.16     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2087                                                    | CUSIP: 3132AEJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212156 | PA      | $199974.15     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875192.10     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6398000 | PA      | $5770196.25    | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                                                    | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1517364 | PA      | $1502773.30    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1225000 | PA      | $1226832.29    | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                                                 | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $491372.00     | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5624165.23    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26751                                                    | CUSIP: 31297EQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14408 | PA      | $14876.16      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    825000 | PA      | $743597.58     | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                                                | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $732656.86     | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                       | HORACE MANN EDUC                                             | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     24691 | NS      | $1060972.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514216.22     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1350854.59    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $485172.64     | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                                                      | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126758.61     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                                                      | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    709947 | PA      | $685094.53     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP                                             | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $774166.72     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                                                 | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $948451.73     | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4693                                                    | CUSIP: 3132DSGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2213582 | PA      | $2289162.56    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $875826.52     | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                                                             | BLUE OWL CAPITAL                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376914 | NS      | $7240517.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015734.79    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $504431.96     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Perimeter Solutions Inc                                                          | PERIMETER SOLUTIONS SA                                       | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86817 | NS      | $1208492.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                                                    | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88112 | PA      | $82278.53      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2514                                                    | CUSIP: 31416XYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11509 | PA      | $11443.85      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205019.58     | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $872112.18     | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP                                             | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    975000 | PA      | $712480.28     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1873                                                    | CUSIP: 3140XHCK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1075943 | PA      | $944907.46     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248184.66     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006266.20    | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                                                    | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    552876 | PA      | $513909.08     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECHNOLOGY C                                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    110259 | NS      | $1685860.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   4535000 | PA      | $4574556.85    | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                                                    | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1693925 | PA      | $1563231.68    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1751325.06    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2065407.18    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178739.19     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1064029.26    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                                             | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341355.59     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3228                                                    | CUSIP: 3140X6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1593865 | PA      | $1491494.31    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                                                  | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300094.13     | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                                                    | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    284717 | PA      | $260285.73     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                                                    | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325265 | PA      | $300147.10     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $511125.06     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                                                    | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2435864 | PA      | $2181055.83    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    550000 | PA      | $621904.83     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corp                                                                     | SYLVAMO CORP                                                 | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     21122 | NS      | $1058212.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476203.10     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $644463.70     | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ                                             | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $681347.58     | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8298                                                    | CUSIP: 3132DWGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1688733 | PA      | $1619662.19    | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                                                    | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48687 | PA      | $51196.75      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL                                             | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376454.63     | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                                         | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $272219.87     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GameStop Corp                                                                    | GAMESTOP CORP-A                                              | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    247321 | NS      | $6032159.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN BV7703                                                    | CUSIP: 3140MMRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757625 | PA      | $601202.11     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1395805.05    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697575.36     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416996.08     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470450.36     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                                              | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    825000 | PA      | $696479.38     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER                                        | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1275000 | PA      | $1299217.48    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303733.40     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                                                      | HUBSPOT INC                                                  | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |     30449 | NS      | $16948826.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1225000 | PA      | $1015964.43    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 370555                                                    | CUSIP: 31376ZTL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       156 | PA      | $158.76        | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316691.02     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                                                    | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3599074 | PA      | $3015592.59    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE                                             | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202869.14     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                                                    | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1099188 | PA      | $941064.63     | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCM Grosvenor Inc                                                                | GCM GROSVENOR-A                                              | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25046 | NS      | $289531.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                                    | INDEPENDENCE REA                                             | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    137759 | NS      | $2436956.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                                                    | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378261.56     | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618261.75     | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236315.21     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905259.52     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5327                                                    | CUSIP: 3133KY4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1569874 | PA      | $1540005.79    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    710000 | PA      | $572339.66     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                                                  | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $146527.62     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $464927.47     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $782394.64     | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7269                                                    | CUSIP: 3138WHCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79897 | PA      | $77071.56      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                                                    | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37030 | PA      | $36424.45      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1439733.45    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidWestOne Financial Group Inc                                                   | MIDWESTONE FINAN                                             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9328 | NS      | $268366.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40424000 | PA      | $41974639.17   | 0.07%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                                              | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $314951.70     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14056                                                    | CUSIP: 3128MCWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       179 | PA      | $179.05        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $452015.31     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                 | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     46758 | NS      | $659287.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    487000 | PA      | $497048.15     | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233185.46     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS                                           | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $1060165.51    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A3                                              | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $353519.81     | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4                                           | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1118011.13    | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                                               | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    910000 | PA      | $714976.53     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                                                    | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304783 | PA      | $285341.36     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28360000 | PA      | $28032087.50   | 0.05%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934869.68     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0206                                                    | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5061258 | PA      | $5136161.58    | 0.01%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                                             | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3233658.99    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5451                                                    | CUSIP: 3140QRBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    684639 | PA      | $697257.18     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1345248.95    | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                                                    | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70385 | PA      | $71092.60      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263420.38     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                                                | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $412221.17     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-1 Owner Trust                                        | HAROT 2022-1 A4                                              | CUSIP: 43815BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $74675.78      | 0.00%             | 2028-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8382                                                    | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1716382 | PA      | $1685261.59    | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     29927 | NS      | $3262940.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                                               | KILROY REALTY                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     72073 | NS      | $2472824.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    920000 | PA      | $804435.31     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $365719.70     | 0.00%             | 2039-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $872980.45     | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594278.37     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                                                    | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2550654 | PA      | $2178719.77    | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 469949                                                    | CUSIP: 36209FBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2524 | PA      | $2562.16       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                                                    | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168944 | PA      | $154636.24     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419155.50     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                                                    | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2943677 | PA      | $2736940.89    | 0.00%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                                                    | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11176159 | PA      | $9322370.33    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K505 A2                                                 | CUSIP: 3137HACX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $651556.35     | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216446.33    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3572380.56    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                                                    | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307658 | PA      | $288798.95     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A3 A3                                             | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999377.20    | 0.00%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $1250284.58    | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    327971 | NS      | $23079319.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889996                                                    | CUSIP: 31410KXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57913 | PA      | $59915.90      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1060221.08    | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1202039.94    | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    825000 | PA      | $800169.15     | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325348.41     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                                                    | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2223 | PA      | $2311.79       | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $902333.69     | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                                             | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1180037.16    | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498590.10     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $792557.85     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                                                    | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5536336 | PA      | $5617404.96    | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    964000 | PA      | $895833.88     | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM                                             | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143283.89     | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C24654                                                    | CUSIP: 31293NE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       641 | PA      | $652.06        | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1266722.34    | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mesa Laboratories Inc                                                            | MESA LABS                                                    | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      3518 | NS      | $331465.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                                                    | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349708 | PA      | $326896.23     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                 | GERDAU TRADE INC                                             | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    500000 | PA      | $500238.21     | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    378000 | PA      | $384778.58     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                                                    | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33346 | PA      | $34488.72      | 0.00%             | 2042-09-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $432844.46     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                                                 | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    547000 | PA      | $551214.07     | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NetScout Systems Inc                                                             | NETSCOUT SYSTEMS                                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     42491 | NS      | $1054201.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512724.61     | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2                                            | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    939013 | PA      | $919905.06     | 0.00%             | 2027-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6981                                                    | CUSIP: 3132DUXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    919638 | PA      | $923678.06     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                                                    | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68000 | PA      | $66676.00      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1720576.80    | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                                              | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    549000 | PA      | $545478.91     | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725594                                                    | CUSIP: 31402DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25765 | PA      | $26533.17      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                                                    | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1038580 | PA      | $978676.51     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                                             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467319.36     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                                                    | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65769 | PA      | $66484.01      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7151                                                    | CUSIP: 31418U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       855 | PA      | $851.92        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K757 A2                                                 | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1108598.04    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $516688.83     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K526 A2                                                 | CUSIP: 3137HDXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506633.40     | 0.00%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| EVgo Inc                                                                         | EVGO INC                                                     | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |    123781 | NS      | $451800.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255190                                                    | CUSIP: 31371LNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4551 | PA      | $4686.47       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9242 | NS      | $738435.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                                             | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393393.44     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794011.57     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                                                    | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144917 | PA      | $143664.87     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581090.48     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                                                    | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4494 | PA      | $4467.27       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $752566.96     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intrepid Potash Inc                                                              | INTREPID POTASH                                              | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      7428 | NS      | $265402.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867635.24     | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1839018.78    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004076.91    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN ENTERTAINME                                             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90431 | NS      | $1616001.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720318.84     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22375000 | PA      | $22983320.31   | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCI Industries                                                                   | LCI INDUSTRIES                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     14834 | NS      | $1352712.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008968.93    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Titan International Inc                                                          | TITAN INTL INC                                               | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     24716 | NS      | $253833.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1153044.97    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Editas Medicine Inc                                                              | EDITAS MEDICINE                                              | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     55877 | NS      | $122929.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                                                    | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2003192 | PA      | $1819705.36    | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                                                    | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123021 | PA      | $124622.58     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NET Lease Office Properties                                                      | NET LEASE OFFICE                                             | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9912 | NS      | $322635.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Holding Corp                                                   | LIONSGATE STUDIO                                             | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145149 | NS      | $843315.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                            | CHATHAM LODGING                                              | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27755 | NS      | $193452.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 B                                               | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7044 | PA      | $7030.76       | 0.00%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780732                                                    | CUSIP: 36225AY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       458 | PA      | $462.40        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Douglas Elliman Inc                                                              | DOUGLAS ELLIMAN                                              | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     53336 | NS      | $123739.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A3                                               | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $807381.36     | 0.00%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                                                  | SPIRIT AEROSYS-A                                             | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73553 | NS      | $2806046.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1544522.41    | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                                                    | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196602 | PA      | $189890.02     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2902338.20    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015385.10    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rapid Micro Biosystems Inc                                                       | RAPID MICRO BI-A                                             | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1171 | NS      | $4039.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A2 A                                              | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $458036.55     | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                                                    | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2931108 | PA      | $2531283.74    | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                                                       | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455836.80     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $503162.50     | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL-A                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    132321 | NS      | $36151420.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                                     | GRIFFON CORP                                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     22466 | NS      | $1625864.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190668.59    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    853000 | PA      | $865663.60     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478432.07     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    166681 | NS      | $16008043.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc                                                       | ELEDON PHARMACEU                                             | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |     37040 | NS      | $100378.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                                             | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $379152.36     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109425.10     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $686882.88     | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722660.24     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487057                                                    | CUSIP: 36210BB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       613 | PA      | $629.31        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                             | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310691.19     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                                                    | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49247 | PA      | $48273.89      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570000 | PA      | $2842259.38    | 0.00%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qualys Inc                                                                       | QUALYS INC                                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     22366 | NS      | $3195430.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                                               | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $688436.70     | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                                | TOLL BROTHERS                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     59638 | NS      | $6806484.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                                                       | NELNET INC-CL A                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      7974 | NS      | $965810.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                                                       | CARTESIAN THERAP                                             | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |      7206 | NS      | $74870.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR ZS4681                                                    | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549914 | PA      | $471416.58     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1359137.70    | 0.00%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aehr Test Systems                                                                | AEHR TEST SYSTEM                                             | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |     19324 | NS      | $249859.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aflac Inc                                                                        | AFLAC INC                                                    | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    884000 | PA      | $869106.86     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467785.30     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250823.31     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                                               | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246130.39     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617247.90     | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $986369.07     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630972.49     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                     | DAYFORCE INC                                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     91756 | NS      | $5082364.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2291999.35    | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2633623.12    | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3885000 | PA      | $4042676.38    | 0.01%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                                                    | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    733639 | PA      | $723431.85     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arko Corp                                                                        | ARKO CORP                                                    | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34878 | NS      | $147533.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    322000 | PA      | $346579.14     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $323321.53     | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1437680.72    | 0.00%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                         | RLI CORP                                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     53231 | NS      | $3844342.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878623.27     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                                                    | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1571951 | PA      | $1374613.52    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737942                                                    | CUSIP: 3620ARZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3331 | PA      | $3316.03       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428798.64     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    136721 | NS      | $53179000.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                                             | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    465000 | PA      | $472162.08     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     71407 | NS      | $6906485.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                                                    | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    691469 | PA      | $617289.85     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6574                                                    | CUSIP: 3140XAJU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1461273 | PA      | $1228025.10    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                                                    | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3507 | PA      | $3627.26       | 0.00%             | 2040-08-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                                                    | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5968989 | PA      | $4770179.65    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSW Industrials Inc                                                              | CSW INDUSTRI INC                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     10364 | NS      | $2972706.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                                               | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    950000 | PA      | $896722.51     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A4                                                | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50803.25      | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                                                    | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255147 | PA      | $252584.43     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    390000 | PA      | $403675.36     | 0.00%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                                                    | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1493489 | PA      | $1372091.62    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3                                           | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $835020.16     | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475851.79     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB                                         | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    275000 | PA      | $277865.72     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $628532.79     | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318402.11     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                                        | VANDA PHARMACEUT                                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     41986 | NS      | $198173.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $776867.61     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 4D Molecular Therapeutics Inc                                                    | 4D MOLECULAR THE                                             | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31864 | NS      | $118215.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A3                                              | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010624.90    | 0.00%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                                                    | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96332 | PA      | $95336.80      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atlanta Braves Holdings Inc                                                      | ATLANTA BRAVES H                                             | CUSIP: 047726104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3254 | NS      | $160129.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Proficient Auto Logistics Inc                                                    | PROFICIENT AUTO                                              | CUSIP: 74317M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13115 | NS      | $95214.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                                                | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $518140.37     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 ASB                                              | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113162 | PA      | $111633.10     | 0.00%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JFrog Ltd                                                                        | JFROG LTD                                                    | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54835 | NS      | $2406159.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $826755.15     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1008324.41    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                                                    | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    485708 | PA      | $423671.71     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379984.88     | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36821000 | PA      | $37698375.21   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1847691.83    | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    758000 | PA      | $762811.25     | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA                                             | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    597000 | PA      | $457190.87     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437522.75     | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                                                    | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    466613 | PA      | $414473.27     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1135800.76    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LifeStance Health Group Inc                                                      | LIFESTANCE HEALT                                             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62893 | NS      | $325156.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP INT                                             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     82489 | NS      | $6714604.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222356.33    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                                                    | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153884 | PA      | $150620.01     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9016                                                    | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4690922 | PA      | $4630509.48    | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $382497.10     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                                                    | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       262 | PA      | $269.08        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                                                    | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2033734 | PA      | $1640532.30    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1962376.79    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                                                    | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272000 | PA      | $275029.34     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTI                                             | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |    109016 | NS      | $260548.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |   2663931 | NS      | $260479173.18  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                                                    | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742653 | PA      | $657081.23     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleanspark Inc                                                                   | CLEANSPARK INC                                               | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    158052 | NS      | $1743313.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MarketAxess Holdings Inc                                                         | MARKETAXESS                                                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     21141 | NS      | $4721630.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $802905.42     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    870000 | PA      | $875260.44     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428407.44     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01882                                                    | CUSIP: 3128LXCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46444 | PA      | $47025.26      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $353876.88     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457991.41    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986314.94     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                              | MKS INC                                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     41480 | NS      | $4121452.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6614                                                    | CUSIP: 3132DUK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1185068 | PA      | $1243121.89    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1593000 | PA      | $1639412.97    | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                                                    | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    444655 | PA      | $431404.78     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4                                           | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1039675.73    | 0.00%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512881.28     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                                                    | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452205 | PA      | $399393.31     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc                                                                   | DRAFTKINGS INC                                               | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |    287879 | NS      | $12347130.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392735.77     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                             | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $979145.41     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:9555612                                                | TSS INC                                                      | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10875 | NS      | $313526.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1030565.75    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                                 | PURE STORAGE-A                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    188325 | NS      | $10843753.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329802.75     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                                               | EQUITY RESIDENTI                                             | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    218836 | NS      | $14769241.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                                              | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $294226.68     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                                           | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $330998.12     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $619185.09     | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                                                    | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1101623 | PA      | $1011927.93    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $282516.90     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                             | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $769427.26     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $617863.48     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                                                    | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3249140 | PA      | $2882477.81    | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE                                             | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2566000 | PA      | $2248373.07    | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562921.68     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1387                                                    | CUSIP: 3133C1RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591895 | PA      | $593371.22     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453617.53     | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A4                                               | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102722.18     | 0.00%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 A4                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $789905.20     | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                                                    | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93491 | PA      | $90398.47      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                          | ENOVA INTERNATIO                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     13420 | NS      | $1496598.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2335000 | PA      | $2292205.65    | 0.00%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $606915.70     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                                                    | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1209358 | PA      | $1034807.80    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Glacier Bancorp Inc                                                              | GLACIER BANCORP                                              | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     70056 | NS      | $3018012.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921709.98    | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                                                | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $826325.02     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836531.13     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AWGR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1225000 | PA      | $1228613.75    | 0.00%             | 2026-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OmniAb Inc                                                                       | OMNIAB INC - 12.5                                            | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4987 | NS      | $0.05          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                                                    | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3959420 | PA      | $3514304.68    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                                                | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153509.87     | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AnaptysBio Inc                                                                   | ANAPTYSBIO INC                                               | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     12700 | NS      | $281940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366689.01     | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918483.39     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                                                    | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123894 | PA      | $115168.40     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S                                             | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395557.79     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    519000 | PA      | $453980.72     | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91257                                                    | CUSIP: 3128P7ME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25549 | PA      | $25521.64      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $480467.46     | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                                                    | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140132 | PA      | $144674.73     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                                                    | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354385 | PA      | $351134.60     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1378523.83    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                                              | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442930.93     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220366.79     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    650000 | PA      | $745420.12     | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP - B                                                 | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     45783 | NS      | $2363776.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                                                            | QUANTUM COMPUTIN                                             | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72867 | NS      | $1396860.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastern Co/The                                                                   | EASTERN CO                                                   | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      2595 | NS      | $59217.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                                       | UPWORK INC                                                   | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     77981 | NS      | $1048064.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    347255 | NS      | $29721555.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A3                                                 | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $838061.91     | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                                                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280584.90     | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    360000 | PA      | $386757.21     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                                         | SLM CORP                                                     | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    122426 | NS      | $4014348.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                                                | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280851.03     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1245952.30    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468950.34     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312337.96     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                                                    | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1391424 | PA      | $1354203.04    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2211                                                    | CUSIP: 3132AEN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1409763 | PA      | $1330578.99    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                                                  | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   2375000 | PA      | $2393393.63    | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38456                                                    | CUSIP: 31297UMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22164 | PA      | $22438.01      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1299924.92    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acacia Research Corp                                                             | ACACIA RESEARCH                                              | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     16538 | NS      | $59206.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                                              | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    590000 | PA      | $679631.53     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A A4                                               | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403086.12     | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386288.79     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2085836.12    | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2236031.84    | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8448                                                    | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5739734 | PA      | $5928537.58    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A3                                               | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9959 | PA      | $9960.96       | 0.00%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                                                     | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56550 | PA      | $57551.88      | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704941.18     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HeartBeam inc                                                                    | HEARTBEAM INC                                                | CUSIP: 42238H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15967 | NS      | $19958.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5207000 | PA      | $3076270.88    | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $942048.77     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                                                    | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8215987 | PA      | $6202128.67    | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    550000 | PA      | $478321.34     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                                                | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $300318.84     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                      | CINTAS CORP                                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207620 | NS      | $46272269.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                                                    | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2628122 | PA      | $2692796.24    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581265.34     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ChampionX Corp                                                                   | CHAMPIONX CORP                                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    117724 | NS      | $2924264.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                                                    | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1053382 | PA      | $873175.66     | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                                              | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $952080.80     | 0.00%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8307                                                    | CUSIP: 3132DWGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3476282 | PA      | $3413796.41    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6386                                                    | CUSIP: 3138WGCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304469 | PA      | $271194.17     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494565.35     | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $361523.01     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                                                   | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    575000 | PA      | $541942.95     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $679967.21     | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                                  | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654215.32     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                                                 | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406033 | PA      | $380359.48     | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ibotta Inc                                                                       | IBOTTA INC-CL A                                              | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |     11294 | NS      | $413360.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penns Woods Bancorp Inc                                                          | PENNS WOODS BNCP                                             | CUSIP: 708430103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4312 | NS      | $130912.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                                             | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504084.60     | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                                                    | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960712 | PA      | $880519.16     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY                                             | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $253185.09     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3936                                                    | CUSIP: 3140X7LS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125164 | PA      | $119778.14     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2140000 | PA      | $2225605.42    | 0.00%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                                                    | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    699577 | PA      | $644716.23     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $670477.14     | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                                                    | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56584 | PA      | $55608.13      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3551601.27    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109273.07     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL                                             | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $703308.68     | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661348.75     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169000.57     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $559162.47     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    690000 | PA      | $606191.88     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS                                             | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195496.50     | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    179790 | NS      | $12455851.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $742143.69     | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249219.67     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vestis Corp                                                                      | VESTIS CORP                                                  | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     70694 | NS      | $405076.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                        | SCHOLAR ROCK HOL                                             | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     51340 | NS      | $1818462.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS                                             | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92008.28      | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1163492.16    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188347.23     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                                      | IDACORP INC                                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     32704 | NS      | $3775676.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $869328.96     | 0.00%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522769.62     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                                                    | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6366 | PA      | $6609.88       | 0.00%             | 2042-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                                               | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322646.65     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                                                    | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31189 | PA      | $30333.01      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05122                                                    | CUSIP: 3128M7AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94232 | PA      | $97717.14      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0042                                                    | CUSIP: 3140XTBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1538464 | PA      | $1229479.56    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $308091.27     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4655                                                    | CUSIP: 3132DSE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1088791 | PA      | $1075514.76    | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gencor Industries Inc                                                            | GENCOR INDS INC                                              | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5230 | NS      | $73220.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                                                    | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204825 | PA      | $200223.69     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494874.02     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780570                                                    | CUSIP: 36225AT34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       360 | PA      | $361.43        | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                                                    | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1360475 | PA      | $1194787.41    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244835.97     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1610871.82    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virgin Galactic Holdings Inc                                                     | VIRGIN GALACTIC                                              | CUSIP: 92766K403<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |     12272 | NS      | $33502.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN FS4665                                                    | CUSIP: 3140XLFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    759099 | PA      | $751266.02     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp                                                          | CHIMERA INV CORP                                             | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     46032 | NS      | $638463.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                                       | TARSUS PHARMACEU                                             | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23577 | NS      | $955104.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                                                | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     14649 | NS      | $1858665.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV                                         | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    342000 | PA      | $325568.10     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Alerus Financial Corp                                                            | ALERUS FINANCIAL                                             | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     11041 | NS      | $238927.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1517982.89    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC                                             | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392347.81     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $719364.46     | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2095010.81    | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5                                            | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $528687.20     | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences Inc                                                          | INHIBRX BI                                                   | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6746 | NS      | $96265.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                                                    | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92836 | PA      | $95797.51      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    300000 | PA      | $196827.12     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1530097.20    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1104693.06    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   2775000 | PA      | $2664146.84    | 0.00%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3654                                                    | CUSIP: 3142GUBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2351761 | PA      | $2394201.15    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00463                                                    | CUSIP: 31292GQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        40 | PA      | $39.77         | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299440.40     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $187776.33     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $897584.10     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                                             | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $487448.84     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497127.90     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Business Financial Services Inc                                            | FIRST BUSINESS F                                             | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      4314 | NS      | $218547.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                                                    | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9262 | PA      | $9768.68       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $797056.71     | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827553.95     | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3020000 | PA      | $3030132.48    | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $966091.80     | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 7/25                                                | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2620000 | PA      | $2226663.85    | 0.00%             | 2025-07-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                                             | SL GREEN REALTY                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     43308 | NS      | $2680765.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1840729.98    | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Viant Technology Inc                                                             | VIANT TECHNOLO-A                                             | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $121940.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                                                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $340003.09     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B                                          | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $354439.77     | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5                                            | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $229614.50     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5                                            | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425000 | PA      | $1252831.22    | 0.00%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                                               | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354372 | PA      | $345424.43     | 0.00%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40045                                                    | CUSIP: 3132WDBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90599 | PA      | $83767.63      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495141.90     | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc                                                               | EVOLENT HEALTH-A                                             | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     69541 | NS      | $783031.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    379000 | PA      | $384547.26     | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BayCom Corp                                                                      | BAYCOM CORP                                                  | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      5936 | NS      | $164486.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $983863.78     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2523028.14    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                                                    | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526426 | PA      | $506766.81     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    925000 | PA      | $857983.37     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1395891.35    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369656.97     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5658                                                    | CUSIP: 31418FJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2195738 | PA      | $2223170.44    | 0.00%             | 2045-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0139                                                    | CUSIP: 36179MEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33672 | PA      | $33226.04      | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232070.98     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                                                    | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1267046 | PA      | $1216508.83    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                                                    | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1061124 | PA      | $963714.14     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                                                        | DIGITALOCEAN HOL                                             | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     41689 | NS      | $1190637.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01371                                                    | CUSIP: 31292HQY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2707 | PA      | $2865.75       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702007.71     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                                                    | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1716766 | PA      | $1448637.42    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENTE                                             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     98911 | NS      | $14963256.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG A11897                                                    | CUSIP: 31296LDA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5378 | PA      | $5540.94       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473253.18     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                                                    | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    832370 | PA      | $727851.20     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1680                                                    | CUSIP: 36179N2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86450 | PA      | $87599.01      | 0.00%             | 2044-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                                               | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1261231.68    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427152.00     | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                                                    | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89261 | PA      | $83582.95      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    546000 | PA      | $546970.62     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                                                    | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3346859 | PA      | $3302910.60    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Granite Point Mortgage Trust Inc                                                 | GRANITE POINT MO                                             | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     40300 | NS      | $99541.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5                                            | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $196662.80     | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603583.95     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                                                     | SEMTECH CORP                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     51533 | NS      | $2326199.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | WFCM 2016-LC25 A4                                            | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $206571.10     | 0.00%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48345000 | PA      | $46537728.05   | 0.08%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Warrior Met Coal Inc                                                             | WARRIOR MET COAL                                             | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     31942 | NS      | $1463901.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                                                     | INVESCO MORTGAGE                                             | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     37686 | NS      | $295458.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716324.46     | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254529.62     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                                                    | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    579443 | PA      | $535002.27     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                                                    | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $131.99        | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                          | KBR INC                                                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     76252 | NS      | $3655520.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383658.59    | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A4                                             | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $270188.05     | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                                                 | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     21501 | NS      | $259732.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                                                    | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1841190 | PA      | $1648589.05    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                                                    | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1104679 | PA      | $885577.51     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                                                    | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1647232 | PA      | $1563471.99    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                                                    | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426623 | PA      | $427020.67     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                                                    | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1292379 | PA      | $1322647.41    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                                            | LANTHEUS HOLDING                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     39654 | NS      | $3246076.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                                                 | REALREAL INC/THE                                             | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     51827 | NS      | $248251.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1317975.83    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                                              | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1705000 | PA      | $1430764.22    | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                                              | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    877000 | PA      | $865788.16     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $204732.71     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    505000 | PA      | $422057.07     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 732087                                                    | CUSIP: 3620AKJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    289046 | PA      | $285843.38     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sable Offshore Corp                                                              | SABLE OFFSHORE C                                             | CUSIP: 78574H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45196 | NS      | $993408.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2237811.59    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4                                            | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $589620.18     | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     54936 | NS      | $7914080.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032393.03    | 0.00%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1248760.50    | 0.00%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2102                                                    | CUSIP: 3140E6KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135630 | PA      | $120977.13     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207658.97     | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4074062.68    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Idaho Strategic Resources Inc                                                    | IDAHO STRATEGIC                                              | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5629 | NS      | $73627.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG C80359                                                    | CUSIP: 31335GMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.20         | 0.00%             | 2025-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                                                     | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4235927.35    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                                                    | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619852 | PA      | $467917.26     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                                                | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $301063.65     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 378262                                                    | CUSIP: 31377JFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $67.61         | 0.00%             | 2027-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                                                    | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    857617 | PA      | $786782.62     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523775.23     | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp                                                           | WILLSCOT HOLDING                                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    107589 | NS      | $2947938.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9135                                                    | CUSIP: 3140QVEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1386579 | PA      | $1409968.71    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Community Banks Inc/GA                                                    | UNITED COMMUNITY                                             | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     72794 | NS      | $2168533.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    831000 | PA      | $770067.70     | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423018.04     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5694                                                    | CUSIP: 3132DTKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1473263 | PA      | $1521603.24    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    877000 | PA      | $743601.65     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                                                 | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200995.14     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS                                            | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $255206.19     | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                                                    | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70716 | PA      | $69704.33      | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37256000 | PA      | $37730431.69   | 0.07%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    989000 | PA      | $1007148.75    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |    127502 | NS      | $10302161.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                                                    | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192814 | PA      | $181983.80     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies Inc                                              | APPLIED INDU TEC                                             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     22996 | NS      | $5345420.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723764.45     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                                                    | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488866 | PA      | $475287.22     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verastem Inc                                                                     | VERASTEM INC                                                 | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |     25193 | NS      | $104550.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   2140000 | PA      | $1896153.63    | 0.00%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mama's Creations Inc                                                             | MAMA'S CREATIONS                                             | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19100 | NS      | $158530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    775000 | PA      | $818077.80     | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $406711.80     | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974345.98    | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 580973                                                    | CUSIP: 36201EMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1820 | PA      | $1883.67       | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                                                    | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1154243 | PA      | $1129359.93    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2300000 | PA      | $2349798.05    | 0.00%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                                                    | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131216 | PA      | $125630.98     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                                                | PALLADYNE AI COR                                             | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5816 | NS      | $50366.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS                                             | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $440692.91     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                                                      | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365805 | PA      | $362142.35     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                                                    | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1352 | PA      | $1465.50       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                                                    | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4936 | PA      | $5077.90       | 0.00%             | 2036-02-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FreightCar America Inc                                                           | FREIGHTCAR AMERI                                             | CUSIP: 357023100<br>LEI: 254900UEML23YM2EQB31 | Long             | EC               | CORP              | US        |     10256 | NS      | $88406.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER                                             | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    406000 | PA      | $298462.91     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                                                    | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270382 | PA      | $265562.71     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                                                    | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1888600 | PA      | $1735183.44    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2470                                                    | CUSIP: 3132AEW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1977851 | PA      | $1956493.07    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acushnet Holdings Corp                                                           | ACUSHNET HOLDING                                             | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     15934 | NS      | $1160313.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                                    | AMPHASTAR PHARMA                                             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     22506 | NS      | $516737.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                                                    | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2173372 | PA      | $1987202.16    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                                                    | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2599337 | PA      | $2249468.34    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                                     | CATALYST PHARMAC                                             | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     69357 | NS      | $1505046.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A3                                              | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301716.84     | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1286210.82    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    780000 | PA      | $676249.58     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432547.93     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                                                    | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4930819 | PA      | $4446812.44    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    560000 | PA      | $635533.70     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070236.54    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60468000 | PA      | $52321354.37   | 0.09%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                                                               | TRADE DESK INC-A                                             | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |    270164 | NS      | $19449106.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                                                    | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1129 | PA      | $1187.74       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINANCIA                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    548823 | NS      | $12908316.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318323.09     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3723                                                    | CUSIP: 3133KKD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1367626 | PA      | $1093807.57    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    775000 | PA      | $555805.09     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417736.57     | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 B                                               | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120633.34     | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| IDT Corp                                                                         | IDT CORP-CLASS B                                             | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     12243 | NS      | $836441.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    477000 | PA      | $473948.69     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $791958.35     | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1048                                                    | CUSIP: 3132CXEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3300845 | PA      | $3147600.49    | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519195.70     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Janus International Group Inc                                                    | JANUS INTERNATIO                                             | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80240 | NS      | $653153.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40128                                                    | CUSIP: 3132FCD93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118021 | PA      | $110952.85     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | MSC 2016-UB11 A4                                             | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $782533.36     | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GMS Inc                                                                          | GMS INC                                                      | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     22236 | NS      | $2418165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                                            | ROBINHOOD MARK-A                                             | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    464632 | NS      | $43503494.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                                                    | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2806519 | PA      | $2418758.56    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                                                 | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1829498 | PA      | $1735233.44    | 0.00%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                                                    | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    640545 | PA      | $581920.86     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                      | ROLLINS INC                                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    175618 | NS      | $9908367.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                                                    | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104861 | PA      | $101139.27     | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $386735.21     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $753440.13     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INTERN                                              | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273921.18     | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314683.71     | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                             | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $915488.55     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3                                             | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245767.85     | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                                                | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561878.52     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    525000 | PA      | $465785.48     | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408798.00     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                                               | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $359571.12     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1274654.65    | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608354.72     | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC                                             | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1327065.46    | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16505                                                    | CUSIP: 3128MFNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431076 | PA      | $425008.79     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                | PROG HOLDINGS IN                                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     24285 | NS      | $712764.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                                                    | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2287296 | PA      | $2084271.45    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                                                    | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1131989 | PA      | $1071591.41    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                                                    | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    387272 | PA      | $379484.92     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                                                    | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2786974 | PA      | $2499408.85    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                                                 | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175000 | PA      | $1160442.46    | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787109                                                    | CUSIP: 3622ACYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    896821 | PA      | $938989.79     | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8108                                                    | CUSIP: 3132DWAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    871232 | PA      | $761860.57     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 AS                                            | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256731.15     | 0.00%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BKV Corp                                                                         | BKV CORPORATION                                              | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |     10914 | NS      | $263245.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                                                | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507147.94     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $527459.79     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1788703.22    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197182.33     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                                                    | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211508 | PA      | $201941.19     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191349.59     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                                                    | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1555043 | PA      | $1536688.63    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2177302.97    | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   2125000 | PA      | $2138425.80    | 0.00%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 A3                                              | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166042 | PA      | $166688.00     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1281532.74    | 0.00%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    219000 | PA      | $247336.61     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47961000 | PA      | $48371291.49   | 0.08%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID                                          | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79451.24      | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                                               | CARETRUST REI                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    114741 | NS      | $3511074.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2191888.17    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                 | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $814541.62     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                                               | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273492.98     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                                                    | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    251640 | PA      | $224453.99     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    860000 | PA      | $861530.88     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198854.28     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Atara Biotherapeutics Inc                                                        | ATARA BIOTHERAPE                                             | CUSIP: 046513206<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      2595 | NS      | $20033.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1174172.65    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                                                    | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    819635 | PA      | $789010.96     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1725000 | PA      | $1630077.51    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings                                                     | COMPASS DIVERSIF                                             | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     74133 | NS      | $465555.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 AS                                            | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97431.54      | 0.00%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7216                                                    | CUSIP: 3140QFAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1115280 | PA      | $894075.44     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6760                                                    | CUSIP: 3132DUQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    897896 | PA      | $883341.51     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rambus Inc                                                                       | RAMBUS INC                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     65564 | NS      | $4197407.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08814                                                    | CUSIP: 3128MJ3Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96584 | PA      | $91366.39      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Watch Restaurant Group Inc                                                 | FIRST WATCH REST                                             | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24865 | NS      | $398834.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255124.22     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174065.01     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                                                           | MUELLER INDS                                                 | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     67779 | NS      | $5386397.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-1 A1A                                              | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200401.40     | 0.00%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1665483.86    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $640014.36     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    630000 | PA      | $527326.30     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 650101                                                    | CUSIP: 31390MGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5965 | PA      | $6302.15       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                                                    | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355916 | PA      | $360074.72     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0291                                                    | CUSIP: 31427MKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1129880 | PA      | $1142583.48    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brightsphere Investment Group Inc                                                | ACADIAN ASSET MA                                             | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     17636 | NS      | $621492.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                                               | GLOBUS MEDICAL I                                             | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     68763 | NS      | $4058392.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330119.25     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                                               | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $114564.46     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $513644.56     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    502000 | PA      | $504456.33     | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464442.80     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fate Therapeutics Inc                                                            | FATE THERAPEUTIC                                             | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     63965 | NS      | $71640.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                                              | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598170.52     | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 575468                                                    | CUSIP: 36200XJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1949 | PA      | $2013.47       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B B                                               | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100801.70     | 0.00%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336042.93     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316703.07     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702086.27     | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL                                        | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    350000 | PA      | $347067.77     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754887.59     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INTER-A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    784757 | NS      | $52924012.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                             | CHART INDUSTRIES                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     27562 | NS      | $4538083.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28901000 | PA      | $29260004.46   | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1470060.51    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                                              | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $280260.00     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487208.31     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Riley Exploration Permian Inc                                                    | RILEY EXPLORATIO                                             | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      9364 | NS      | $245617.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    442000 | PA      | $461713.20     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                                                    | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1624748 | PA      | $1536112.47    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA                                             | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1781451.33    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $537930.31     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                                                    | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4690605 | PA      | $4778183.26    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marchex Inc                                                                      | MARCHEX INC-B                                                | CUSIP: 56624R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15105 | NS      | $32626.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5176                                                      | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148346 | PA      | $150305.16     | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $618371.84     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1291931.03    | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1671398.79    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231913.56     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2523                                                    | CUSIP: 36179QYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73487 | PA      | $72228.79      | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                                                    | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178188 | PA      | $143681.60     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smith & Wesson Brands Inc                                                        | SMITH & WESSON B                                             | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     26547 | NS      | $230427.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1443390.07    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1125117.20    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7253                                                    | CUSIP: 36179WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    678165 | PA      | $527994.77     | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS                                            | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $316252.69     | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 495401                                                    | CUSIP: 31382XKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4980 | PA      | $5075.94       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56036000 | PA      | $37176383.75   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871686.15     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                                               | TELADOC HEALTH I                                             | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |    101690 | NS      | $885719.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    845000 | PA      | $863613.06     | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    780000 | PA      | $605707.70     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3245                                                    | CUSIP: 3140XJTB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600519 | PA      | $603142.03     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                                                    | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15887650 | PA      | $12652096.80   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingstone Cos Inc                                                                | KINGSTONE COS IN                                             | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6427 | NS      | $99040.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                                                    | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170387 | PA      | $154992.94     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Limoneira Co                                                                     | LIMONEIRA CO                                                 | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      9259 | NS      | $144903.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57796                                                    | CUSIP: 3128KLUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2856 | PA      | $3011.21       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    136029 | NS      | $10804783.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    890000 | PA      | $834133.05     | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2925000 | PA      | $2943980.72    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                                         | UGI CORP                                                     | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    131816 | NS      | $4800738.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    345000 | PA      | $368440.14     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    728000 | PA      | $721254.35     | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $964039.22     | 0.00%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR                                             | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1130000 | PA      | $1096476.24    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    302000 | PA      | $306183.15     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                                                    | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4475749 | PA      | $4297231.48    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51165                                                    | CUSIP: 3128KDJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31786 | PA      | $34363.09      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                  | SEAGATE TECHNOLO                                             | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |    127780 | NS      | $18442487.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                                                   | UTZ BRANDS INC                                               | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44167 | NS      | $554295.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                                              | REPLIMUNE GROUP                                              | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     39913 | NS      | $370791.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                              | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    243000 | PA      | $213942.66     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                                                    | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1312577 | PA      | $1203165.45    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-3                                    | SDART 2022-3 B                                               | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10184 | PA      | $10181.82      | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                  | INSTALLED BUILDI                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     13651 | NS      | $2461548.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5841                                                    | CUSIP: 3133BTP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1266869 | PA      | $1272917.49    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                                                 | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    890000 | PA      | $803521.10     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                                   | FIVE BELOW                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     33302 | NS      | $4368556.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                                                         | NIOCORP DEVELOPM                                             | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | US        |     23502 | NS      | $54759.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                                                    | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17707 | PA      | $18309.16      | 0.00%             | 2043-06-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                                                    | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723156 | PA      | $697419.85     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                                                    | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133224 | PA      | $125902.37     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 361102                                                    | CUSIP: 31376PDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $4.89          | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55522                                                    | CUSIP: 3132XYD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10223 | PA      | $9671.20       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640564.77     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                                                    | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331827 | PA      | $328978.95     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A3                                              | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237730 | PA      | $237988.37     | 0.00%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1728715.58    | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681394.64     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $534782.42     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                                 | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $461269.34     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                                                    | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9851439 | PA      | $8767640.45    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     53582 | NS      | $1474576.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A4                                              | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $259876.88     | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    950000 | PA      | $986898.57     | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                                              | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    842000 | PA      | $786580.89     | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382685.98     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co Inc/The                                                             | MANITOWOC CO                                                 | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     15878 | NS      | $190853.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                                             | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175688.32     | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0679                                                    | CUSIP: 31418MXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47589 | PA      | $49229.92      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sleep Number Corp                                                                | SLEEP NUMBER COR                                             | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     13537 | NS      | $91442.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $701747.53     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                                                    | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2219291 | PA      | $1959098.42    | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409035.12     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                                                 | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179952.82     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1568426.61    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2021325.17    | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc                                            | PEOPLES BANC NC                                              | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $55593.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $636267.62     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2272227.82    | 0.00%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1055828.23    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                                                    | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    368670 | PA      | $327224.71     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                                                                   | SMITH (A.O.)CORP                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     70795 | NS      | $4642028.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   8500000 | PA      | $7372984.99    | 0.01%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 478626                                                    | CUSIP: 36209QVT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5942 | PA      | $6100.38       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1736482.95    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Monro Inc                                                                        | MONRO INC                                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16572 | NS      | $247088.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                                           | EMPLOYERS HOLDIN                                             | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18932 | NS      | $893211.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5229                                                    | CUSIP: 3140XLY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    969246 | PA      | $973176.81     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                                                    | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181178 | PA      | $172756.85     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                 | BOYD GAMING CORP                                             | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     34495 | NS      | $2698543.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                                        | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    410000 | PA      | $440924.33     | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                                              | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345520.16     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $635425.98     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2566050.51    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                                               | FRONTIER COMMUNI                                             | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153775 | NS      | $5597410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2923                                                    | CUSIP: 31418CG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125277 | PA      | $120222.45     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                                                    | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244136 | PA      | $234581.41     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC1349                                                    | CUSIP: 3140ANQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1329263 | PA      | $1374649.27    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                                                    | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2656 | PA      | $2705.46       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp                                                            | INDEP BANK/MA                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     26553 | NS      | $1669785.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                                      | WORTHINGTON ENTE                                             | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     19118 | NS      | $1216669.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008341.06    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    231823 | NS      | $1374710.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    450000 | PA      | $312834.59     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1996007.48    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HOLDINGS                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     19695 | NS      | $114019081.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                                          | ATI INC                                                      | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     85488 | NS      | $7381033.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    893000 | PA      | $813171.56     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503464.80     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01345                                                    | CUSIP: 31292HP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10347 | PA      | $10912.91      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                                                    | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40452 | PA      | $41569.78      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    850000 | PA      | $809500.14     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608621.75     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1284268.03    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8351                                                    | CUSIP: 3132DWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    774585 | PA      | $800669.24     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149429.06     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Shenandoah Telecommunications Co                                                 | SHENANDOAH TELEC                                             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     31810 | NS      | $434524.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237287.15     | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A3                                              | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85776 | PA      | $86285.32      | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 7/25                                                  | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2193093.12    | 0.00%             | 2025-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4306                                                    | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2402786 | PA      | $2007239.73    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Camping World Holdings Inc                                                       | CAMPING WORLD-A                                              | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |     36250 | NS      | $623137.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                                                | KKR REAL ESTATE                                              | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     38141 | NS      | $334496.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                                                    | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    767329 | PA      | $677486.85     | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4747                                                    | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220382 | PA      | $202468.39     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $929250.61     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc                                                                | MFA FINANCIAL                                                | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     62757 | NS      | $593681.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482740.48     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                                               | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    755827 | PA      | $727442.73     | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52518000 | PA      | $50064424.69   | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC-A                                             | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82700 | NS      | $1172686.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Natural Grocers by Vitamin Cottage Inc                                           | NATURAL GROCERS                                              | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      6914 | NS      | $271374.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244187.52     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc                                                                     | VERACYTE INC                                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     47115 | NS      | $1273518.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                                             | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297189.91     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43553000 | PA      | $31441523.06   | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2451                                                    | CUSIP: 3132DPWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1316758 | PA      | $1380028.99    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Central Pacific Financial Corp                                                   | CENTRAL PACIFIC                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15648 | NS      | $438613.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                    | JDOT 2024-C A4                                               | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249755.95     | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ6398                                                    | CUSIP: 3138YYDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24059 | PA      | $23473.69      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   2535000 | PA      | $2338597.39    | 0.00%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stoke Therapeutics Inc                                                           | STOKE THERAPEUTI                                             | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     26952 | NS      | $305905.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                                    | DYNATRACE INC                                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180260 | NS      | $9952154.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    750000 | PA      | $658947.58     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| L B Foster Co                                                                    | FOSTER (LB) CO-A                                             | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      6452 | NS      | $141105.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464218.94     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     95387 | NS      | $18504124.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                                                 | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821627.16     | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                                               | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $423069.09     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5                                            | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $268835.22     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                                                    | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25474 | PA      | $25253.17      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Getty Realty Corp                                                                | GETTY REALTY                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     30510 | NS      | $843296.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468672.47     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                                                    | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341677 | PA      | $333767.12     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407039.01     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $489530.70     | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08721                                                    | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1704399 | PA      | $1518488.48    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715923.48     | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755066.13     | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    525000 | PA      | $421169.05     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                                             | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     18159 | NS      | $292178.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                                                    | ANNALY CAPITAL M                                             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    361129 | NS      | $6796447.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925393.85     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                   | FLOWSERVE CORP                                               | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468415.95     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345267.03     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Karat Packaging Inc                                                              | KARAT PACKAGING                                              | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      4874 | NS      | $137251.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                       | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $643108.27     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                                                    | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54452 | PA      | $52398.84      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                                              | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519851.72     | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497382.34    | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8806                                                    | CUSIP: 3140XQYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2117229 | PA      | $2134417.48    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8375873.84    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                                    | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395824.48     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2686616.62    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122070.35     | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1121521.09    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435464.66     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660629.57     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1843548.19    | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                                             | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $892067.61     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274712.88     | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    204307 | NS      | $8157978.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                                               | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    791600 | PA      | $766326.16     | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2219523.50    | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $751619.54     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                                                    | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2407073 | PA      | $1810294.35    | 0.00%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K515 A2                                                 | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $778846.88     | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5588780.23    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA                                             | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    700000 | PA      | $691180.07     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A                                        | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    700000 | PA      | $692523.93     | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                                             | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326661.82     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA                                             | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747908.19     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS                                             | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $236822.05     | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30034000 | PA      | $26824116.25   | 0.05%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 B                                               | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $812451.12     | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1647182.60    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $343275.86     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2005000 | PA      | $1616042.13    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61932                                                    | CUSIP: 31335CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292987 | PA      | $269520.24     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $283910.05     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29100000 | PA      | $29037480.40   | 0.05%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                                                         | GOLDEN ENTERTAIN                                             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     13829 | NS      | $406987.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630562.17     | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                                                    | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    861270 | PA      | $880311.15     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC -CL B                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    713018 | NS      | $50652798.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                  | COPAR 2021-1 A4                                              | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99574.81      | 0.00%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420958.93     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438531.70     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549796.25     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                                                | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832639.69     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1152296.09    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB-B                                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    317440 | NS      | $4094976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN MA4500                                                    | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5302316 | PA      | $4370674.42    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Genworth Financial Inc                                                           | GENWORTH FINANCI                                             | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    261499 | NS      | $2034462.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                                                    | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63204 | PA      | $63156.27      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485585.52     | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136953.32     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11686000 | PA      | $11448628.13   | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865241.39     | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    375000 | PA      | $292695.64     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                                                 | HENRY SCHEIN INC                                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     62048 | NS      | $4532606.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST                                             | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $323175.92     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                                             | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    900000 | PA      | $824368.00     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511890.40     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25290000 | PA      | $15703509.38   | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                                                    | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1999969 | PA      | $1747024.79    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A2                                                 | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $242997.40     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                                                    | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599301 | PA      | $541857.70     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1236526.31    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918875.63     | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437235.45     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A3                                              | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $703809.89     | 0.00%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462482                                                    | CUSIP: 36208VXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       691 | PA      | $704.48        | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MYR Group Inc                                                                    | MYR GROUP INC/DE                                             | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      8214 | NS      | $1490430.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                                                    | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425559 | PA      | $374396.20     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                         | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    425000 | PA      | $314016.27     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                     | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3654007.97    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1043858.80    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                                             | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244714.65     | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     69688 | NS      | $5202906.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                                                      | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59116 | PA      | $58569.43      | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                             | SANDRIDGE ENERGY                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     20416 | NS      | $220901.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                                                    | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171148 | PA      | $169864.12     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $496523.24     | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4                                            | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $960410.49     | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER HANNIFIN                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     77174 | NS      | $53903723.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2309609.17    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140570.86     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SiTime Corp                                                                      | SITIME CORP                                                  | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12337 | NS      | $2628767.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                             | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202424.41     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                                                    | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2543964 | PA      | $2175826.05    | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    565000 | PA      | $500636.00     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avanos Medical Inc                                                               | AVANOS MEDICAL I                                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     26104 | NS      | $319512.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyverna Therapeutics Inc                                                         | KYVERNA THERAPEU                                             | CUSIP: 501976104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80308 | NS      | $246545.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                                              | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522652.75     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDINGS                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    588211 | NS      | $43715841.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8878                                                    | CUSIP: 3140QU2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3336135 | PA      | $3465161.86    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0091                                                    | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9048720 | PA      | $8889061.79    | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                                          | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1346073 | PA      | $1376738.31    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253356                                                    | CUSIP: 31371JMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       371 | PA      | $383.70        | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00470                                                    | CUSIP: 31292GQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        93 | PA      | $93.91         | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745956.57     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB                                           | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $331314.83     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 A3                                              | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83276 | PA      | $83412.44      | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                                      | HEALTHCARE REALT                                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    206230 | NS      | $3270807.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    925000 | PA      | $965370.81     | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 593208                                                    | CUSIP: 36201UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1276 | PA      | $1301.98       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $607133.88     | 0.00%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION                                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    204543 | NS      | $1722252.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BE2169                                                    | CUSIP: 3617BVMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48448 | PA      | $44340.79      | 0.00%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 456888                                                    | CUSIP: 36208PRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       822 | PA      | $832.44        | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1962347.23    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465877.48     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504227.28     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                                | ACI WORLDWIDE IN                                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     64218 | NS      | $2948248.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $786293.13     | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1112209.61    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44209000 | PA      | $36059692.43   | 0.06%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0264                                                    | CUSIP: 3140Y6JJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2079057 | PA      | $2127621.05    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cargo Therapeutics Inc                                                           | CARGO THERAPEUTI                                             | CUSIP: 14179K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20883 | NS      | $86037.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP                                             | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |    215398 | NS      | $19611987.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2025000 | PA      | $1422874.83    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $616678.85     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443656.32     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                                                    | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2914011 | PA      | $2862997.60    | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                                 | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $104244.01     | 0.00%             | 2048-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27728.82      | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                                                    | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152053 | PA      | $138269.82     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-2                                    | SDART 2021-2 D                                               | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32740 | PA      | $32693.73      | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                                                    | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219375 | PA      | $213761.64     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Bancorp                                                                   | SIERRA BANCORP                                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8494 | NS      | $252186.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717163.78     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omada Health Inc                                                                 | OMADA HEALTH INC                                             | CUSIP: 68170A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       741 | NS      | $13560.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451326                                                    | CUSIP: 36208HLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        89 | PA      | $90.30         | 0.00%             | 2027-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                                                    | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4174316 | PA      | $4282257.08    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    370000 | PA      | $328050.89     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                                                    | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230547 | PA      | $228905.73     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maze Therapeutics Inc                                                            | MAZE THERAPEUTIC                                             | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $7202.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $244813.68     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                         | ENCORE CAPITAL G                                             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     14715 | NS      | $569617.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69274.95      | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07942                                                    | CUSIP: 3128MAEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12613 | PA      | $12457.97      | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1897249.22    | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1585                                                    | CUSIP: 3138EHXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414669 | PA      | $390215.77     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NeueHealth Inc                                                                   | NEUEHEALTH INC                                               | CUSIP: 10920V404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31696 | NS      | $218702.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                                                    | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600942 | PA      | $551225.67     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NuScale Power Corp                                                               | NUSCALE POWER CO                                             | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73041 | NS      | $2889501.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G01589                                                    | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22687 | PA      | $22946.36      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                        | EDGEWELL PERSONA                                             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     29668 | NS      | $694527.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $481524.33     | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Taysha Gene Therapies Inc                                                        | TAYSHA GENE THER                                             | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128966 | NS      | $297911.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200965.98     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                                                    | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    926922 | PA      | $778966.54     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                                                    | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26537 | PA      | $26826.63      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $190013.85     | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                       | HILTON GRAND VAC                                             | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     36613 | NS      | $1520537.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    432000 | PA      | $442795.88     | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 B                                            | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104961.99     | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                                                  | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    325000 | PA      | $347893.68     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1648359.89    | 0.00%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9174                                                    | CUSIP: 36179YFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142244 | PA      | $147540.39     | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                                                    | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77803 | PA      | $78594.67      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Distribution Solutions Group Inc                                                 | DISTRIBUTION SOL                                             | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $170314.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                                                    | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1673671 | PA      | $1439555.52    | 0.00%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A4                                              | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99428.84      | 0.00%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                                             | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693474.46     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                    | CRINETICS PHARMA                                             | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     59544 | NS      | $1712485.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                                              | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    550000 | PA      | $335856.25     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    155275 | NS      | $49706633.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                                                    | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2620039 | PA      | $2468919.45    | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3032                                                    | CUSIP: 3132DQLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1319290 | PA      | $1336184.80    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425433.04     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $612619.84     | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338420.48     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5140                                                    | CUSIP: 3133KYV97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2355613 | PA      | $1940061.89    | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54151000 | PA      | $52602619.84   | 0.09%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723601.59     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                                                    | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63008 | PA      | $59123.99      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    900000 | PA      | $645117.03     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR                                             | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $308269.34     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1849475.70    | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                                               | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    404000 | PA      | $326302.57     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640073.55     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                                                    | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    864789 | PA      | $786117.10     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                                              | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $153720.02     | 0.00%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8244                                                    | CUSIP: 3132D6ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456964 | PA      | $465740.89     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                                                    | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    581795 | PA      | $537231.62     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    284386 | NS      | $11472131.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392127.43     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9240                                                    | CUSIP: 36179YHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10920267 | PA      | $10776215.69   | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3918                                                    | CUSIP: 3140QPK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381884 | PA      | $366891.23     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $415428.43     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1104                                                    | CUSIP: 3133KGGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    552462 | PA      | $487251.63     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07972                                                    | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67159 | PA      | $66303.93      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270291.64     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                                                    | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40191 | PA      | $40126.69      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218471.20     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                                               | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1798000 | PA      | $1445733.50    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420137.30     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties Inc                                                    | HUDSON PACIFIC P                                             | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206159 | NS      | $564875.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                                                    | N-ABLE INC                                                   | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36701 | NS      | $297278.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757333.37     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $941859.46     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $500950.15     | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03475                                                    | CUSIP: 31292K2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62032 | PA      | $65432.56      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3                                             | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83225 | PA      | $81292.18      | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $835790.25     | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                                                    | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1676486 | PA      | $1468121.23    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401393 | PA      | $394148.59     | 0.00%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691257.96     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                                                    | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173283 | PA      | $171099.94     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                                               | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350676.05     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B                                          | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $446486.13     | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $445253.85     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91366000 | PA      | $91737174.38   | 0.16%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                                                 | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $801899.61     | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Strattec Security Corp                                                           | STRATTEC SEC                                                 | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      2222 | NS      | $138230.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A4                                            | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $825349.84     | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1366914.09    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A3                                              | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $164961.04     | 0.00%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434774.95     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                                                    | WOLFSPEED INC                                                | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     58503 | NS      | $23331.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG                                             | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343369.03     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                                                   | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    777000 | PA      | $801429.41     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $994217.24     | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1537115.59    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                                              | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $155016.98     | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                                               | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    465000 | PA      | $457486.09     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 699094                                                    | CUSIP: 36296RUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50285 | PA      | $52809.78      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL                                         | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $291088.84     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656265.82     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3697000 | PA      | $3559753.80    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                                                              | POTLATCHDELTIC C                                             | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     46554 | NS      | $1786276.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                                         | GRANITE CONSTR                                               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     26925 | NS      | $2517756.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                     | DOORDASH INC-A                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |    205371 | NS      | $50626005.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T                                           | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $346464.71     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605426                                                    | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16880 | PA      | $17040.42      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    600000 | PA      | $443517.88     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8492                                                    | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2796955 | PA      | $2741654.38    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786630                                                    | CUSIP: 3622ACHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1524300 | PA      | $1538129.71    | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    156087 | NS      | $5776779.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A4                                                | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51375.82      | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272467.31     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Willis Lease Finance Corp                                                        | WILLIS LEASE                                                 | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |      1364 | NS      | $194751.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $355664.00     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $727155.79     | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP                                        | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $408744.86     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $2192542.00    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                                                   | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    397000 | PA      | $414151.51     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889618                                                    | CUSIP: 31410KK78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10416 | PA      | $10781.19      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773385.34     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                                                    | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    223916 | PA      | $214142.64     | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $367557.39     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     91463 | NS      | $1047251.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    596000 | PA      | $558661.46     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                                              | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1073859.50    | 0.00%             | 2031-10-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| US Global Investors Inc                                                          | US GLOBAL INV-A                                              | CUSIP: 902952100<br>LEI: 529900IRM26R91LI8531 | Long             | EC               | CORP              | US        |      9831 | NS      | $25363.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                                                    | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    497238 | PA      | $429350.06     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    675000 | PA      | $680430.95     | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3996                                                    | CUSIP: 3132E0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    608896 | PA      | $625909.39     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81721.39      | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231139.10     | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                                                    | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309132 | PA      | $289353.48     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $880646.45     | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505619.24     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                                                    | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671621 | PA      | $652519.46     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS                                            | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51785.57      | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1067697.31    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3752                                                    | CUSIP: 3140QPE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2409451 | PA      | $2184234.67    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7194                                                    | CUSIP: 3138MN7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    596643 | PA      | $558279.95     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $448810.04     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1655                                                    | CUSIP: 3140J5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271115 | PA      | $274064.69     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pliant Therapeutics Inc                                                          | PLIANT THERAPEUT                                             | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     36322 | NS      | $42133.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                                                    | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5892 | PA      | $5857.08       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459825.67     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                                                  | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756681.77     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    605000 | PA      | $669564.40     | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    560000 | PA      | $512373.49     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                              | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $308556.01     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                                                 | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $346440.45     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1852267.61    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $915442.72     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244005.63    | 0.00%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A3                                              | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99906.88      | 0.00%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                                                    | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213487 | PA      | $210722.02     | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526174.62     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4239743.00    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                                                    | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391673 | PA      | $367256.49     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                                               | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260758 | PA      | $249384.42     | 0.00%             | 2031-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                                             | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    705000 | PA      | $701344.90     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1087720.70    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE                                             | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302687.40     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                                             | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122042.17     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carisma Therapeutics Inc                                                         | CARISMA THERAPEUTICS INC - CVR (MAR 2023)                    | CUSIP: N/A<br>LEI: 549300DGKHONOZQIY116       | Long             | EC               | CORP              | US        |    128046 | NS      | $1.28          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A4                                              | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50413.84      | 0.00%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    615000 | PA      | $486083.48     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Invivyd Inc                                                                      | INVIVYD INC                                                  | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51206 | NS      | $36612.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                             | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1056000 | PA      | $984754.61     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Trustmark Corp                                                                   | TRUSTMARK CORP                                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     33226 | NS      | $1211419.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                                               | BYLINE BANCORP I                                             | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     19671 | NS      | $525805.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                                                    | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135390 | PA      | $130383.25     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250609                                                    | CUSIP: 31371FKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $47.33         | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    517294 | NS      | $46623708.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                                                    | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700083 | PA      | $1487722.71    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A3                                                | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $354621.61     | 0.00%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05369                                                    | CUSIP: 3128M7JN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4908 | PA      | $5175.88       | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3915                                                    | CUSIP: 3132E0K43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2149859 | PA      | $2209482.48    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208863.92    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462788.75     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $429933.06     | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $772896.81     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                                                    | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1753082 | PA      | $1599627.07    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186961.61     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166428.60     | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289971.91     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                                             | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505284.71     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                                                      | INCYTE CORP                                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     98984 | NS      | $6740810.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1374203.69    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                                                    | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    686464 | PA      | $646818.52     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                                                    | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    375000 | PA      | $308992.54     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2012549.93    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                                                    | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1029638 | PA      | $979489.00     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    800000 | PA      | $849096.30     | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                                                    | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188469 | PA      | $190652.17     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd                                                            | NABORS INDS LTD                                              | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      6400 | NS      | $179328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1151326.20    | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alexander & Baldwin Inc                                                          | ALEXANDER & BALD                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43062 | NS      | $767795.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                                                    | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3365641 | PA      | $2943129.89    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verra Mobility Corp                                                              | VERRA MOBILITY C                                             | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     95380 | NS      | $2421698.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341817.72     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECT INS GRP                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     37647 | NS      | $3262112.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $602004.60     | 0.00%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF                                         | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $217098.33     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                                                    | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86309 | PA      | $85608.83      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                                                    | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228897 | PA      | $208717.81     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS                                            | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $228227.64     | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                                                     | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1435130.85    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                               | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    475000 | PA      | $381021.46     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5764                                                    | CUSIP: 3133KMMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3842926 | PA      | $3066310.84    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $648679.20     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FuelCell Energy Inc                                                              | FUELCELL ENERGY                                              | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |      9010 | NS      | $50546.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN BH5768                                                    | CUSIP: 3140GUMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    704862 | PA      | $685723.93     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER                                             | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265347.48     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900300                                                    | CUSIP: 31410XGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6379 | PA      | $6717.47       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $664368.16     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453367.00     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $404118.86     | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                                                    | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4626 | PA      | $4714.85       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5111                                                    | CUSIP: 3140XLVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1126077 | PA      | $1137682.52    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackLine Inc                                                                    | BLACKLINE INC                                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     34589 | NS      | $1958429.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A3                                              | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209001 | PA      | $210470.51     | 0.00%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                                                    | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88810 | PA      | $91462.62      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                                                    | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325063 | PA      | $314901.59     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 684764                                                    | CUSIP: 36295YWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27996 | PA      | $28296.01      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                                                    | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3303738 | PA      | $2750585.63    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                             | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $541478.63     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                        | NEWS CORP-CL B                                               | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     73108 | NS      | $2508335.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799307.29     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3                                            | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1068310.46    | 0.00%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4996                                                    | CUSIP: 3140X8RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1542112 | PA      | $1240586.97    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $831263.82     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                                                    | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2439331 | PA      | $2237854.57    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                                                 | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $667943.15     | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC                                             | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $303648.84     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                                                    | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12662028 | PA      | $10541994.65   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330911.90     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                                                    | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8266568 | PA      | $8266513.12    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                                                    | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48498 | PA      | $48107.84      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444524.55     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                                                    | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    760515 | PA      | $715929.38     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4                                             | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1151283.80    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402260.53     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                                               | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1150913.74    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB                                             | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136496 | PA      | $130859.28     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Context Therapeutics Inc                                                         | CONTEXT THERAPEU                                             | CUSIP: 21077P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11339 | NS      | $7429.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457000 | PA      | $446900.78     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                                                   | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $132480.11     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704777.56     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 405514                                                    | CUSIP: 36206AN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        15 | PA      | $14.72         | 0.00%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110569.30     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A4                                              | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100470.99     | 0.00%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                                                 | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145072 | PA      | $143887.28     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                              | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $482034.05     | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $414126.42     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                                                | EVEREST GROUP LT                                             | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |     25850 | NS      | $8785122.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                                             | ASSURED GUARANTY                                             | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |     27775 | NS      | $2419202.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                                                    | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6795082 | PA      | $5129508.31    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                                               | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    766669 | PA      | $752729.09     | 0.00%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                                                    | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    566728 | PA      | $525461.14     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-UNREFUNDED                                        | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $645147.82     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                                                 | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $709939.18     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Vita Coco Co Inc/The                                                             | VITA COCO CO INC                                             | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     23001 | NS      | $830336.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2462193.21    | 0.00%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734505.20     | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                                               | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621879.38     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $319504.12     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8412000 | PA      | $8060076.07    | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AvePoint Inc                                                                     | AVEPOINT INC                                                 | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90469 | NS      | $1746956.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249271.33     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                                                    | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490230 | PA      | $473975.33     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $653798.38     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $699370.05     | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200627.89     | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                                                    | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178927.65     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $300437.73     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST                                             | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573172.25     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A4                                              | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50651.86      | 0.00%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Paysign Inc                                                                      | PAYSIGN INC                                                  | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $208800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                                                       | SOUTH PLAINS FIN                                             | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      6236 | NS      | $224745.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   3600000 | PA      | $3580370.88    | 0.01%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Greene County Bancorp Inc                                                        | GREENE COUNTY                                                | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5012 | NS      | $111366.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1332                                                    | CUSIP: 3138WAPS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19406 | PA      | $19136.52      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    190264 | NS      | $25575286.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                                               | BOK FINL CORP                                                | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     13869 | NS      | $1354030.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                                                    | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1247270 | PA      | $1092640.83    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A10 Networks Inc                                                                 | A10 NETWORKS INC                                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     43114 | NS      | $834255.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618490.02     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA1520                                                    | CUSIP: 3140A1VN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    778240 | PA      | $794083.97     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                                                    | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389954 | PA      | $365503.37     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                                                    | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    612797 | PA      | $545354.86     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John B Sanfilippo & Son Inc                                                      | JOHN B SANFILIPP                                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5217 | NS      | $329923.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                                                    | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860302 | PA      | $811980.11     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $948209.68     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372614.11     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO INC                                                      | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    320075 | NS      | $6894415.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                                                   | ELF BEAUTY INC                                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     32397 | NS      | $4031482.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INTERN                                              | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252176.13     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $314586.45     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                                                    | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105030 | PA      | $103859.45     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2729585.02    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1457000 | PA      | $1511629.06    | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    165118 | NS      | $50881111.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                                              | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542308.91     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2285454.32    | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781380                                                    | CUSIP: 36225BQ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1363 | PA      | $1417.72       | 0.00%             | 2031-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     23114 | NS      | $3631902.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                                                   | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449279.75     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4754880.23    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5585                                                    | CUSIP: 31418FF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1344893 | PA      | $1318302.42    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $288653.31     | 0.00%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    521000 | PA      | $558263.05     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3864                                                    | CUSIP: 31418DJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391723 | PA      | $370280.94     | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201632.14     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $556632.82     | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4847                                                    | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    571717 | PA      | $584356.67     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1269358.26    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    735000 | PA      | $757777.83     | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                                                    | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243418 | PA      | $232566.93     | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521284.68     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690940.08     | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $584754.91     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493372.02     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Biomea Fusion Inc                                                                | BIOMEA FUSION IN                                             | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27618 | NS      | $49712.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG J17774                                                    | CUSIP: 3128PXT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84654 | PA      | $83731.96      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 7/25                                                | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2330000 | PA      | $2227880.29    | 0.00%             | 2025-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1773244.50    | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                                                    | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3502691 | PA      | $3574657.78    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    630000 | PA      | $637303.75     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A4                                              | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $153998.28     | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                                                    | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43104 | PA      | $44158.89      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8252                                                    | CUSIP: 3132DWEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81861 | PA      | $64882.56      | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Innodata Inc                                                                     | INNODATA INC                                                 | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |     17104 | NS      | $876066.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507123.30     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2044230.91    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5388                                                    | CUSIP: 31418E7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3084829 | PA      | $3086736.77    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                                                    | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    339830 | PA      | $322247.03     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                                          | NEXSTAR MEDIA                                                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     16760 | NS      | $2898642.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $814867.41     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                                                             | HANCOCK WHITNEY                                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     50373 | NS      | $2891410.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                                            | CRA INTERNATIONA                                             | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3597 | NS      | $673969.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231408.05     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources Inc                                                | ALPHA METALLURGI                                             | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6265 | NS      | $704687.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                                                    | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    617363 | PA      | $552782.78     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                                                    | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $641348.86     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-A                                          | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $456173.69     | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1542424.38    | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                                                    | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160300 | PA      | $155645.60     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dillard's Inc                                                                    | DILLARDS INC-A                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1747 | NS      | $729949.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                                                    | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209941 | PA      | $207097.26     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                                       | ALCOA CORP                                                   | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    158640 | NS      | $4681466.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                                                            | PROVIDENT BANCOR                                             | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6170 | NS      | $77063.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    560000 | PA      | $572453.14     | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                                                    | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1153833 | PA      | $958841.07     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592884.70     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8196                                                    | CUSIP: 3132DWC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324659 | PA      | $1198460.32    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | E-Mini Russ 2000  Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        21 | NC      | $76802.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 C                                               | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102063.77     | 0.00%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL-RAND I                                             | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    244914 | NS      | $20371946.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                                                | TRIUMPH GROUP                                                | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     47707 | NS      | $1228455.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                                                    | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19311393 | PA      | $15378587.17   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8474                                                    | CUSIP: 3132DWMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4817385 | PA      | $4722136.93    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                                               | DOMINO'S PIZZA                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     18566 | NS      | $8365839.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010857.78    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                                                    | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1663004 | PA      | $1255377.37    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30237000 | PA      | $27057390.47   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $739852.31     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                                               | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $289308.60     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP                                             | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399989.06     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                                                    | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    464843 | PA      | $447646.49     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TrueCar Inc                                                                      | TRUECAR INC                                                  | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     36324 | NS      | $69015.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    639000 | PA      | $647701.13     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    871000 | PA      | $886388.77     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                                              | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594115.54     | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Shattuck Labs Inc                                                                | SHATTUCK LABS IN                                             | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24751 | NS      | $19597.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26207000 | PA      | $25566156.82   | 0.04%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| inTEST Corp                                                                      | INTEST CORP                                                  | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |      6257 | NS      | $45550.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                                                   | REYNOLDS CONSUME                                             | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     33928 | NS      | $726737.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT                                             | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    640000 | PA      | $664144.68     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                                                    | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1584581 | PA      | $1399354.68    | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1428171.88    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $433713.67     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371379.64     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    975000 | PA      | $956303.36     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA                                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513076.69     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $343188.70     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2227338.98    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487824                                                    | CUSIP: 36210B4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453846 | PA      | $449155.44     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                                       | CASEY'S GENERAL                                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     22405 | NS      | $11432599.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc                                                              | AST SPACEMOBILE                                              | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108940 | NS      | $5090766.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN CB9308                                                    | CUSIP: 3140QVKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2224061 | PA      | $2198157.89    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                              | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321529.69     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641582                                                    | CUSIP: 36291XXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12830 | PA      | $12959.76      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52054000 | PA      | $52822609.58   | 0.09%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                                             | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    490000 | PA      | $494896.37     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     65282 | NS      | $37004448.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                                                    | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9495454 | PA      | $7905607.43    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8130                                                    | CUSIP: 3140XQA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1136110 | PA      | $1147463.99    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    530000 | PA      | $448271.81     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                                                 | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440333.06     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4609                                                    | CUSIP: 31417BDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    776266 | PA      | $747735.08     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $812877.74     | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514110.82     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966921.57    | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1252029.15    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542333.98    | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1075000 | PA      | $1219787.13    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6635                                                    | CUSIP: 3140XNLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5186930 | PA      | $4492014.83    | 0.01%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     31880 | NS      | $3027962.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                    | COHERENT CORP                                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     93690 | NS      | $8358084.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                                              | GRAY MEDIA INC                                               | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     46283 | NS      | $209661.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157235.08     | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                             | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296255.51    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL COMPUTER                                                | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74783.93      | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CryoPort Inc                                                                     | CRYOPORT                                                     | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     28888 | NS      | $215504.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504888.17     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94807200 | PA      | $81093486.42   | 0.14%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527386.84     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1562498.80    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    225000 | PA      | $272630.10     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1160000 | PA      | $1063099.32    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                        | IONIS PHARMACEUT                                             | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     92976 | NS      | $3673481.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venu Holding Corp                                                                | VENU HOLDING COR                                             | CUSIP: 92333E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16757 | NS      | $197565.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Orrstown Financial Services Inc                                                  | ORRSTOWN FINL SV                                             | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     11436 | NS      | $364007.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanta Braves Holdings Inc                                                      | ATLANTA BRAVES H                                             | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20055 | NS      | $937972.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1724000 | PA      | $1549257.41    | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2823212.23    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                                                    | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    821279 | PA      | $789227.59     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054245.86    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Shyft Group Inc/The                                                              | SHYFT GROUP INC/                                             | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     21038 | NS      | $263816.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                                                     | BIOHAVEN LTD                                                 | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49819 | NS      | $702946.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                                                    | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2354647 | PA      | $1991307.25    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313140.96     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                                       | LATTICE SEMICOND                                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     84351 | NS      | $4132355.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1036377.06    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786757                                                    | CUSIP: 3622ACME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1217513 | PA      | $1227037.15    | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403377.35     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1528370.78    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                                                    | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2290369 | PA      | $2204027.09    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | WR BERKLEY CORP                                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    173173 | NS      | $12723020.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trump Media & Technology Group Corp                                              | TRUMP MEDIA & TE                                             | CUSIP: 25400Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59236 | NS      | $1068617.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6699258.55    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC                                          | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    370000 | PA      | $346260.73     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                                                    | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2094286 | PA      | $2030388.74    | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M1S A2                                              | CUSIP: 3136BQCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $640453.44     | 0.00%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2540661.78    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4                                             | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $611031.06     | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4755                                                    | CUSIP: 3140XLH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1334521 | PA      | $1251881.02    | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    734000 | PA      | $756757.61     | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755997.83     | 0.00%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16584                                                    | CUSIP: 3128PWJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19353 | PA      | $19230.63      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $16594570.36   | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394392.12     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    695000 | PA      | $705132.34     | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corbus Pharmaceuticals Holdings Inc                                              | CORBUS PHARMACEU                                             | CUSIP: 21833P301<br>LEI: 529900MX6XCNZC7MM155 | Long             | EC               | CORP              | US        |      5650 | NS      | $38985.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM                                             | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $193897.56     | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                             | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    248000 | PA      | $263332.48     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    172000 | PA      | $112109.21     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195721.31     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 B                                               | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32207 | PA      | $32222.65      | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2095000 | PA      | $2094391.00    | 0.00%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                                                    | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2034 | PA      | $2025.78       | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1100000 | PA      | $1130274.85    | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 AS                                            | CUSIP: 95000HBH4<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96019.25      | 0.00%             | 2049-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                                                    | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2814093 | PA      | $2906660.06    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                                                              | KRYSTAL BIOTECH                                              | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     15875 | NS      | $2182177.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5077                                                    | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1331058 | PA      | $1226761.59    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1728302.88    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                                                       | ORGANOGENESIS HO                                             | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     32911 | NS      | $120454.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                                                    | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2269439 | PA      | $1811518.11    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                                             | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2588 | NS      | $1318404.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7512                                                    | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1675747 | PA      | $1479518.50    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                                                    | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4610480 | PA      | $3854384.83    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $521553.01     | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Oil States International Inc                                                     | OIL STATES INTL                                              | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     32247 | NS      | $172843.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $600757.81     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                                                  | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377474.97     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $686524.92     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $444599.30     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                                                    | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    660248 | PA      | $642134.88     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5505                                                    | CUSIP: 3138A7DK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4150 | PA      | $4128.43       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $783833.64     | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762958.03     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Resolute Holdings Management I                                                   | RESOLUTE                                                     | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2074 | NS      | $66098.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                                                    | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11073 | PA      | $11500.34      | 0.00%             | 2040-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6020                                                    | CUSIP: 3132DTVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1760439 | PA      | $1805961.06    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                                               | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    370000 | PA      | $335663.68     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317659.25     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617263.78     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2071216.26    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT Inc                                                     | AMERICAN HEALTHC                                             | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99242 | NS      | $3646151.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $944781.01     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A4                                              | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100750.68     | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1207895.41    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4                                            | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471587.80     | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449936.66     | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS                                             | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189893.20     | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD                                             | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    415000 | PA      | $417666.59     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356405.06     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    625000 | PA      | $593755.66     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                                         | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    250000 | PA      | $223741.48     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2120231.03    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                                                    | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411751 | PA      | $385866.92     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                                                    | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25060 | PA      | $24785.55      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                                                    | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1839661 | PA      | $1458686.38    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 344561                                                    | CUSIP: 31375TWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150 | PA      | $150.75        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Forrester Research Inc                                                           | FORRESTER RESEAR                                             | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      9338 | NS      | $92446.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                                                    | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209367 | PA      | $167841.15     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5                                            | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $366930.72     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                                               | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $360685.20     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Bancorp Inc/The                                                                  | BANCORP INC/THE                                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28093 | NS      | $1600458.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1365                                                    | CUSIP: 3132CXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1238921 | PA      | $1261167.33    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                                                        | PROSPERITY BNCSH                                             | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54164 | NS      | $3804479.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS                                            | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $286700.18     | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    925000 | PA      | $924111.03     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $201231.72     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    510000 | PA      | $331105.70     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                                               | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194152.31     | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9905                                                    | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1528217 | PA      | $1502207.33    | 0.00%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Outdoor Brands Inc                                                      | AMERICAN OUTDOOR                                             | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4281 | NS      | $44736.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098532.29    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A4                                              | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49557.50      | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                                              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    222762 | NS      | $5453213.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5991                                                    | CUSIP: 3138WTUR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148869 | PA      | $134330.43     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FormFactor Inc                                                                   | FORMFACTOR INC                                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     47360 | NS      | $1629657.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                                                    | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       221 | PA      | $223.58        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1700000 | PA      | $1570844.33    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $323165.47     | 0.00%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                                                    | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1896658 | PA      | $1622937.55    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96125                                                    | CUSIP: 312944YW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145595 | PA      | $147479.49     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    666000 | PA      | $669044.24     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                                                    | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       552 | PA      | $560.86        | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Wiley & Sons Inc                                                            | WILEY JOHN&SON-A                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     24778 | NS      | $1105842.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                                              | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351128.04     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508683.18     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    600000 | PA      | $436964.05     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1579798.23    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B                                             | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52856 | PA      | $51545.74      | 0.00%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2360000 | PA      | $1780349.37    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511968.45     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15236                                                    | CUSIP: 3128PUY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2947 | PA      | $2936.50       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4238                                                    | CUSIP: 31418DV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4988146 | PA      | $4166998.19    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01800                                                    | CUSIP: 3132GE7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62230 | PA      | $63037.00      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141900.17     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                                                   | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386740.76     | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5                                             | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306333.81     | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223252.92     | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Pathward Financial Inc                                                           | PATHWARD FINANCI                                             | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     15084 | NS      | $1193446.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 AS                                               | CUSIP: 61692CBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43755.08      | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6400                                                    | CUSIP: 3132DUDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    682567 | PA      | $717284.44     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $606181.35     | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kearny Financial Corp/MD                                                         | KEARNY FINANCIAL                                             | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29132 | NS      | $188192.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1084162.71    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ceribell Inc                                                                     | CERIBELL INC                                                 | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19735 | NS      | $369636.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941306                                                    | CUSIP: 31413CGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7643 | PA      | $7896.11       | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                                    | ZOOM COMMUNICATI                                             | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    142906 | NS      | $11143809.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                                                    | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671635 | PA      | $558132.51     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2394272.84    | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1021108.41    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $925111.90     | 0.00%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Home BancShares Inc/AR                                                           | HOME BANCSHARES                                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111032 | NS      | $3159970.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                                               | COGENT COMMUNICA                                             | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $1301670.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                                                 | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1024759.89    | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37757000 | PA      | $18136633.85   | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $326423.35     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                                             | GULFPORT ENERGY                                              | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      9428 | NS      | $1896630.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358283.19     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HarborOne Bancorp Inc                                                            | HARBORONE BANCOR                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     21420 | NS      | $250185.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                                             | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $748984.58     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821810.22     | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Transocean Ltd                                                                   | TRANSOCEAN LTD                                               | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |    488745 | NS      | $1265849.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5                                            | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $244858.38     | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Nuvation Bio Inc                                                                 | NUVATION BIO INC                                             | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173898 | NS      | $339101.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $492092.74     | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1220381.12    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                                                 | UL SOLUTIONS I-A                                             | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     38035 | NS      | $2771230.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 968821                                                    | CUSIP: 31414KYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87534 | PA      | $90667.25      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    831000 | PA      | $778190.77     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984488.09     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $397080.24     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Black Diamond Therapeutics Inc                                                   | BLACK DIAMOND TH                                             | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27000 | NS      | $66960.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                                                    | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    802521 | PA      | $754936.62     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS                                        | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    475000 | PA      | $496844.78     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                                              | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    417000 | PA      | $424102.40     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    409000 | PA      | $418056.20     | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6846                                                    | CUSIP: 3132DUTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3328489 | PA      | $3459300.42    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1858954.08    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570083.45     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 426037                                                    | CUSIP: 36207AHN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $24.70         | 0.00%             | 2026-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2330000 | PA      | $2544257.52    | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $707187.64     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745944                                                    | CUSIP: 31403DWD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54845 | PA      | $55395.34      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1185997.49    | 0.00%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| OppFi Inc                                                                        | OPPFI INC                                                    | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10783 | NS      | $150854.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    825000 | PA      | $850345.62     | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $817749.00     | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K759 A2                                                 | CUSIP: 3137HJZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1025292.00    | 0.00%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $908818.59     | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619142.16     | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    425000 | PA      | $313523.31     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PAMT CORP                                                                        | PAMT CORP                                                    | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $36087.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                                                | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500568.19     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753619.60     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5                                            | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1230328.63    | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $512433.48     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0316                                                    | CUSIP: 3138EGK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42249 | PA      | $44491.13      | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779970.89     | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1009141.41    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                                               | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198948.16     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Stepan Co                                                                        | STEPAN CO                                                    | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     12702 | NS      | $693275.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A4                                               | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $176187.64     | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4344                                                    | CUSIP: 3132E0ZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1194473 | PA      | $1235257.77    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780453                                                    | CUSIP: 36225AQE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $7.49          | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                       | CORPAY INC                                                   | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     40715 | NS      | $13510051.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419152.20     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                                               | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312346.42     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Northwestern Energy Group Inc                                                    | NORTHWESTERN ENE                                             | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     38555 | NS      | $1977871.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                                                    | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2972 | PA      | $2946.93       | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xometry Inc                                                                      | XOMETRY INC-A                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     27395 | NS      | $925677.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                                             | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332573.49     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602748.54     | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1769397.65    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3                                         | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    400000 | PA      | $448881.88     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5385241.43    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                                                    | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30890 | PA      | $32182.86      | 0.00%             | 2042-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                                                    | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36837 | PA      | $36539.05      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES FINANC                                             | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     88388 | NS      | $4833939.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1541705.98    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415457.82     | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                                                    | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1699 | PA      | $1729.20       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 581115                                                    | CUSIP: 36201ESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4761 | PA      | $4887.99       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    660181 | NS      | $11500353.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995838                                                    | CUSIP: 31416CHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53931 | PA      | $55821.80      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Insperity Inc                                                                    | INSPERITY INC                                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     19829 | NS      | $1192119.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                                                    | PRIMERICA INC                                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     19917 | NS      | $5450685.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-168 A2                                                | CUSIP: 3137HJ6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925000 | PA      | $893028.95     | 0.00%             | 2034-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $1848871.78    | 0.00%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1408454.97    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                                             | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $312313.56     | 0.00%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350461.78     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2646834.19    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $677279.85     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515818.82     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768703.66     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2021-1                                      | MBART 2021-1 A4                                              | CUSIP: 58772WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39019 | PA      | $38559.97      | 0.00%             | 2027-12-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    499000 | PA      | $503023.02     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A                                           | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $335466.72     | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                                                 | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213244 | PA      | $194926.92     | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $463710.08     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $592547.58     | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $49961.77      | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                       | NEUROCRINE BIOSC                                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     60228 | NS      | $7570057.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                                                    | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118059 | PA      | $115370.33     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921032.58     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                                         | JAZZ PHARMACEUTI                                             | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |     34892 | NS      | $3702739.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403304.51     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                         | UNITED NATURAL                                               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     35152 | NS      | $819393.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M2 A2                                               | CUSIP: 3136AVKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    635212 | PA      | $622327.85     | 0.00%             | 2027-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS                                        | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    325000 | PA      | $362068.69     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14276                                                    | CUSIP: 31296NXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4145 | PA      | $4267.60       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                                              | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180718.54     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $960141.27     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                                                    | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1683645 | PA      | $1537792.54    | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3338717.79    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $610666.31     | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL                                          | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1925000 | PA      | $1956315.71    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                                                    | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170263 | PA      | $168366.59     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 8/25                                                  | CUSIP: 01F020489<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2194030.56    | 0.00%             | 2025-08-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500233.12     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TaskUS Inc                                                                       | TASKUS INC-A                                                 | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      1012 | NS      | $16961.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                | UNTD AIR 24-1 A                                              | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584865 | PA      | $582143.27     | 0.00%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271760.25     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                                                    | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    715480 | PA      | $627673.30     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1866517.49    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                               | LSB INDUS INC                                                | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     27907 | NS      | $217674.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37318000 | PA      | $36697004.97   | 0.06%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $885276.91     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Yelp Inc                                                                         | YELP INC                                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     38426 | NS      | $1316859.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195260.45     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                                                    | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135014 | PA      | $129220.78     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502560.61     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8650                                                    | CUSIP: 36179XTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    963150 | PA      | $992485.97     | 0.00%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1167000 | PA      | $1182991.03    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1862499.07    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $259073.93     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84997                                                    | CUSIP: 312931RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145760 | PA      | $144732.91     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                                                    | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    308276 | PA      | $285394.79     | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 C                                               | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98116.64      | 0.00%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389063.94     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $436339.05     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490279                                                    | CUSIP: 36210EUC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1331 | PA      | $1359.63       | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108085.32     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS-A                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     24394 | NS      | $3406622.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                                                     | AMERESCO INC-A                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     19234 | NS      | $292164.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    500000 | PA      | $557039.76     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN                                             | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1477166.13    | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                                                    | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150029 | PA      | $148446.54     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                                                   | NEXPOINT RESI                                                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     14338 | NS      | $477742.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4493                                                    | CUSIP: 3132E07E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2734967 | PA      | $2810816.96    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40024                                                    | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100433 | PA      | $103958.74     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437858.65     | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404950.62     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52319                                                    | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304592 | PA      | $280195.87     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                                              | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318550.27     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                                                    | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193547 | PA      | $187271.47     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305155.68    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                                                    | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88989 | PA      | $84136.50      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0024                                                    | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9791849 | PA      | $9377106.01    | 0.02%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5                                           | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $773602.08     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:54419104                                               | HINGE HEALTH-A                                               | CUSIP: 433313103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8351 | NS      | $432164.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828650.66     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7683                                                    | CUSIP: 3140XPRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2836194 | PA      | $2855674.01    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24483                                                    | CUSIP: 3132M4UG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103530 | PA      | $102289.15     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                                                    | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393573 | PA      | $376998.51     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| fuboTV Inc                                                                       | FUBOTV INC                                                   | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202554 | NS      | $781858.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1072104.23    | 0.00%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                                | FIVE STAR BANCOR                                             | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      9655 | NS      | $275553.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1005000 | PA      | $901523.92     | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    406000 | PA      | $416122.67     | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468239.95     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    675000 | PA      | $700931.69     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARS Pharmaceuticals Inc                                                          | ARS PHARMACEUTIC                                             | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38546 | NS      | $672627.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN 893885                                                    | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8523 | PA      | $8913.78       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386737.08     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    259000 | PA      | $188016.32     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295569.93     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3505                                                    | CUSIP: 3140QN3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1358224 | PA      | $1224901.52    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530794.00     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                                                  | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $719969.14     | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                                                | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    326000 | PA      | $226005.56     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1058381.95    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH                                           | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    350000 | PA      | $329956.62     | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280403.40     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442792.02     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $639881.94     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                                                    | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2015766 | PA      | $1668068.58    | 0.00%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISC ELEC POWER                                              | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212459.50     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69696000 | PA      | $70107097.67   | 0.12%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4                                            | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $469551.55     | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                                    | CGCMT 2015-GC35 A3                                           | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179399 | PA      | $178440.36     | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $152483.61     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120930 | NS      | $12753277.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                                      | MAXIMUS INC                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     33251 | NS      | $2334220.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                                                   | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    950000 | PA      | $935707.69     | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                                                 | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    858695 | PA      | $842801.62     | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $623953.82     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1750000 | PA      | $1691004.16    | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc                                                                 | TRINET GROUP INC                                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     18177 | NS      | $1329465.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1057714.72    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                                                    | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1344323 | PA      | $1369422.99    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ames National Corp                                                               | AMES NATL CORP                                               | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $115765.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                                                  | OPTIMIZERX CORP                                              | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11439 | NS      | $154426.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253481                                                    | CUSIP: 31371JRA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $38.08         | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                                              | CLEARWAY ENERG-A                                             | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     38729 | NS      | $1171939.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                                               | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $291018.12     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| V2X Inc                                                                          | V2X INC                                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11676 | NS      | $566869.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                                                    | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265808 | PA      | $268495.00     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    748000 | PA      | $724959.33     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI0976                                                    | CUSIP: 3133W7CM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2224453 | PA      | $2184816.21    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    850000 | PA      | $740510.41     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2310                                                    | CUSIP: 3132DPR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1515662 | PA      | $1561012.15    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168959.42     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                                                     | SAFEHOLD INC                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     45267 | NS      | $704354.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                                                      | ENOVIX CORP                                                  | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |    101324 | NS      | $1047690.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN AI5518                                                    | CUSIP: 3138AKDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12961 | PA      | $12891.63      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                                                    | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1071329 | PA      | $1024560.33    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                                               | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447405.79     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245411.11     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1245951.21    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FB Financial Corp                                                                | FB FINANCIAL COR                                             | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     21988 | NS      | $996056.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                                               | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358910.67     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Net Power Inc                                                                    | NET POWER INC                                                | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21689 | NS      | $53571.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059316.08    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    176000 | PA      | $185262.55     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2207263.34    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                                               | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $365731.29     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4867                                                    | CUSIP: 31418EMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    747675 | PA      | $717561.36     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                                                              | TEXAS ROADHOUS                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     40687 | NS      | $7625150.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    225000 | PA      | $170410.47     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1190179.51    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5069                                                    | CUSIP: 3140FQT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321420 | PA      | $287604.49     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $445139.69     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                                                    | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    466953 | PA      | $434214.85     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015602 | PA      | $1036318.71    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8570                                                    | CUSIP: 3132A9QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    805912 | PA      | $787259.38     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338431.61     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                                                    | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    860252 | PA      | $876477.59     | 0.00%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DUKE ENERGY FIEL                                             | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $290910.01     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $549766.55     | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242567.85     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                                              | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213103 | PA      | $213051.75     | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                                                    | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7708970 | PA      | $6514600.89    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $466630.26     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $412110.28     | 0.00%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8115                                                    | CUSIP: 3132DWAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425299 | PA      | $371908.80     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schneider National Inc                                                           | SCHNEIDER NATL-B                                             | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     24564 | NS      | $593220.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 466461                                                    | CUSIP: 36209BFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1608 | PA      | $1650.90       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                                                    | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2040406 | PA      | $1820589.68    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                                                     | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1501796.02    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474479.99     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Utilities Corp                                                        | CHESAPEAKE UTIL                                              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     14312 | NS      | $1720588.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569685.29     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |    148003 | NS      | $46345659.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                                                    | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2008792 | PA      | $2022589.12    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                     | CIMPRESS PLC                                                 | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | US        |      9036 | NS      | $424692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                                               | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758220.43     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                                              | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $912569.87     | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                                                    | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3054904 | PA      | $3226053.99    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8302                                                    | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2606140 | PA      | $2454871.60    | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $964500.53     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1093319.17    | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431387.35     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund                               | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   3315934 | NS      | $331560206.27  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $375153.05     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1904525.13    | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    919000 | PA      | $993173.39     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                                              | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    912366 | PA      | $857515.83     | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2314                                                    | CUSIP: 3132DPSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    711440 | PA      | $715215.25     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                                                    | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2315979 | PA      | $1985467.90    | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                                               | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724629.27     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   2775000 | PA      | $2839932.86    | 0.00%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2161531.78    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7550                                                    | CUSIP: 3132DVL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1708221 | PA      | $1504452.96    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                                                    | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10792883 | PA      | $10857073.58   | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344006.67     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $911814.96     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTL FLVR & FRAG                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    154870 | NS      | $11390688.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                                                    | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132368 | PA      | $129224.65     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1752126.89    | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297126.32     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                                                     | WOODWARD INC                                                 | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     35886 | NS      | $8795299.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSP Inc                                                                          | CSP INC                                                      | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3721 | NS      | $48149.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                                                      | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18563 | PA      | $19551.19      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    625000 | PA      | $639241.72     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Inmune Bio Inc                                                                   | INMUNE BIO INC                                               | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10372 | NS      | $23959.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    639000 | PA      | $601210.83     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     23607 | NS      | $3753513.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                                                | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419563.19     | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 AS                                               | CUSIP: 05593MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $1008563.19    | 0.00%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A3                                              | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161986 | PA      | $162015.02     | 0.00%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30665000 | PA      | $29979828.91   | 0.05%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive Inc                                                             | SONIC AUTOMOTI-A                                             | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      7587 | NS      | $606428.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $406946.23     | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428033.44     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    416000 | PA      | $415689.88     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                                                    | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56659 | PA      | $57369.97      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    980000 | PA      | $836385.03     | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1261237.10    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                                               | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495299.10     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                                                | MP MATERIALS COR                                             | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     80499 | NS      | $2678201.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828274.71     | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp                                                                | PRIMO BRANDS COR                                             | CUSIP: 741623102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146462 | NS      | $4338204.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $292342.43     | 0.00%             | 2043-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5341000 | PA      | $5331472.30    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                                               | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    578000 | PA      | $651580.58     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                                              | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    346000 | PA      | $348358.71     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    450000 | PA      | $449785.61     | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16616                                                    | CUSIP: 3132J7YN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1088294 | PA      | $995547.15     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1960824.20    | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6750                                                    | CUSIP: 3140QSQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    866763 | PA      | $869465.54     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                                                    | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    407121 | PA      | $373636.92     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    827000 | PA      | $732801.66     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                                              | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273299.36     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5264                                                    | CUSIP: 3133KYZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    541603 | PA      | $551246.97     | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49190000 | PA      | $49236115.63   | 0.08%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    435000 | PA      | $433658.59     | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410908.46     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                              | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $271864.22     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1214827.14    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8133                                                    | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2589496 | PA      | $1949108.52    | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    785000 | PA      | $867300.97     | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                                                 | BADGER METER INC                                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     18101 | NS      | $4433839.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                                            | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $537242.86     | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Thor Industries Inc                                                              | THOR INDUSTRIES                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     30144 | NS      | $2677088.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                                                    | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    958058 | PA      | $806929.30     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3390886.84    | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                               | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255807.44     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS                                         | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152994.90     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    895899 | NS      | $96228511.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2235372.96    | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                                                    | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4649070 | PA      | $4192719.66    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                                                    | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6806 | PA      | $6762.47       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                                                    | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1664958 | PA      | $1531603.19    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                                                 | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1075000 | PA      | $962912.76     | 0.00%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                                                    | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1192373 | PA      | $1111940.55    | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Biote Corp                                                                       | BIOTE CORP-A                                                 | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21603 | NS      | $86844.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                                                    | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    729271 | PA      | $722014.18     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869074.32     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $3227051.90    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HEWLETT PACKA                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    799654 | NS      | $16352924.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    921000 | PA      | $822293.51     | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CEVA Inc                                                                         | CEVA INC                                                     | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     13214 | NS      | $290443.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                                              | STAG INDUSTRIAL                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    113621 | NS      | $4122169.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5                                            | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $210210.86     | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First Western Financial Inc                                                      | FIRST WESTERN FI                                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      2900 | NS      | $65424.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS                                             | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139946.52     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995947                                                    | CUSIP: 31416CL46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4395 | PA      | $4444.85       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1650000 | PA      | $1158582.23    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    900000 | PA      | $745801.40     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $707471.00     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                                                    | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1286007 | PA      | $1325656.06    | 0.00%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    335724 | NS      | $57882174.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4741                                                    | CUSIP: 3140XLHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    385425 | PA      | $400271.51     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621602.42     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437710.56     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861151.67     | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428148.30     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                             | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503241.63     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H                                             | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469497.69     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5129                                                    | CUSIP: 3140XLVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10374564 | PA      | $8695882.60    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                                                    | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3579438 | PA      | $3522547.56    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | WFCM 2017-RB1 A5                                             | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1159619.76    | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB                                        | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112434.54     | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                                                    | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    194838 | PA      | $192233.15     | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $907391.67     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                                                    | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220495 | PA      | $216985.00     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4080                                                    | CUSIP: 3132E0Q96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    972652 | PA      | $974165.72     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                                                  | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726852.12     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42305000 | PA      | $26929776.56   | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                                                    | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492532 | PA      | $461943.15     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7645                                                    | CUSIP: 3140QFP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3943710 | PA      | $3475742.28    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                             | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548809.12     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $537960.78     | 0.00%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                                                | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    675000 | PA      | $607211.50     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00450                                                    | CUSIP: 31292GQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $31.96         | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2736174.66    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                                               | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1009484.39    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                                               | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308980.71     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                   | CALIF WATER SRVC                                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     37324 | NS      | $1697495.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199622.30     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                                                    | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20605 | PA      | $19858.75      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4965                                                    | CUSIP: 3140XLQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    470759 | PA      | $490127.57     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360679.44     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                                                    | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450986 | PA      | $431233.58     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-3 A                                               | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $424757.76     | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19066000 | PA      | $18490296.22   | 0.03%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $298755.93     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735496                                                    | CUSIP: 31402RC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10530 | PA      | $11184.20      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                                                 | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $754355.28     | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4955                                                    | CUSIP: 3140XLQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2052946 | PA      | $2020214.71    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503606.78     | 0.00%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A3                                               | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    543338 | PA      | $548033.26     | 0.00%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $331917.52     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS                                            | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $260183.13     | 0.00%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613351.20     | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1604313.17    | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959511.74    | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33575000 | PA      | $33892388.50   | 0.06%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SoFi Technologies Inc                                                            | SOFI TECHNOLOGIE                                             | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    642195 | NS      | $11694370.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75186400 | PA      | $64114027.44   | 0.11%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25600000 | PA      | $25831000.06   | 0.04%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2686368.44    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                                              | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822622.41     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                                                    | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3653236 | PA      | $3261447.49    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1482973.57    | 0.00%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                             | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    336000 | PA      | $336706.99     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2016                                                    | CUSIP: 3138EJG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48327 | PA      | $50035.32      | 0.00%             | 2042-06-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    516347 | NS      | $402507976.91  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5                                             | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246105.65     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                   | APTARGROUP INC                                               | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     39574 | NS      | $6190560.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4                                             | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1183297.08    | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $639303.84     | 0.00%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                                                    | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5382970 | PA      | $4500190.20    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $378720.34     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                                          | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $738245.03     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0205                                                    | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6683239 | PA      | $6693748.40    | 0.01%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GBank Financial Holdings Inc                                                     | GBANK FINANCIAL                                              | CUSIP: 36166F100<br>LEI: 9845008U7CD30F9F5754 | Long             | EC               | CORP              | US        |      5651 | NS      | $200101.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 7/25                                                  | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11810000 | PA      | $9344660.14    | 0.02%             | 2025-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18470                                                    | CUSIP: 3128MMQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217243 | PA      | $212550.73     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1080000 | PA      | $1156207.76    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS                                             | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145369.16     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1480980.76    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS                                             | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $290321.46     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520729.77    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                         | ELANCO ANIMAL HE                                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    304789 | NS      | $4352386.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                                                   | AMERICAN BATTERY                                             | CUSIP: 02451V309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23913 | NS      | $38739.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN MA4626                                                    | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5023081 | PA      | $4690713.58    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397049.74     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                                                    | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5278 | PA      | $5505.84       | 0.00%             | 2041-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $993957.54     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496967.80    | 0.00%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp                                                                 | LENDINGCLUB CORP                                             | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     64048 | NS      | $770497.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                                              | BENTLEY SYSTEM-B                                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     86598 | NS      | $4673694.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5876                                                    | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    877632 | PA      | $825640.75     | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                                                    | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3988704 | PA      | $4014919.61    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTI                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     84466 | NS      | $26311159.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3360                                                    | CUSIP: 3140XJWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1471025 | PA      | $1484806.44    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $564059.95     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                             | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $224975.55     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    650000 | PA      | $482980.55     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                                             | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1247956.66    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69623000 | PA      | $69266725.88   | 0.12%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 AS                                            | CUSIP: 05493MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86521.22      | 0.00%             | 2054-09-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4999                                                    | CUSIP: 3132DSRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1341537 | PA      | $1318052.04    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                                                      | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    377339 | PA      | $352549.33     | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1568000 | PA      | $1592562.30    | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                                              | CORE SCIENTIFIC                                              | CUSIP: 21874A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158473 | NS      | $2705134.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872819                                                    | CUSIP: 31409JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39214 | PA      | $41243.48      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP-A                                                 | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     58393 | NS      | $15109188.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                                                    | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65473 | PA      | $66116.07      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP                                             | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214884.97     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 B                                                | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $21255.06      | 0.00%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8433                                                    | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3868558 | PA      | $3996415.33    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344035.30     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 A5                                               | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $208598.68     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433746.31     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loar Holdings Inc                                                                | LOAR HOLDINGS IN                                             | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28422 | NS      | $2449123.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA                                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    317509 | NS      | $25848407.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1615000 | PA      | $1582135.66    | 0.00%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A3                                              | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202309.30     | 0.00%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                                              | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $158855.30     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                                                    | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166658 | PA      | $157453.29     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2320115.42    | 0.00%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $231209.37     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                                                    | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26761 | PA      | $24529.91      | 0.00%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                                                    | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107932 | PA      | $108942.98     | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $871476.62     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                                                    | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2172332 | PA      | $2065251.15    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51652000 | PA      | $36358165.63   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301989.26     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BE2176                                                    | CUSIP: 3617BVMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57576 | PA      | $52694.74      | 0.00%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35667500 | PA      | $35723230.47   | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402736.22     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tactile Systems Technology Inc                                                   | TACTILE SYSTEMS                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     16140 | NS      | $163659.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930817.66    | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                                                    | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368163 | PA      | $340745.68     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    152000 | PA      | $131932.50     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1373073.34    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Riverview Bancorp Inc                                                            | RIVERVIEW BANCRP                                             | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14806 | NS      | $81433.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC                                                       | AVADEL PHARMACEU                                             | CUSIP: G29687103<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | US        |     54321 | NS      | $480740.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 A                                                | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $913860.81     | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749832.10     | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    393527 | NS      | $41603674.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $557004.46     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485484.08     | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON CO                                             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    300057 | NS      | $6361208.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                                             | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    500000 | PA      | $330894.77     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                                                    | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307987.86     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                                              | TRANSDIGM GROUP                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33987 | NS      | $51681991.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3217                                                    | CUSIP: 31418CSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    876364 | PA      | $839366.35     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37465000 | PA      | $38190884.38   | 0.07%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886831.03     | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51244500 | PA      | $49859297.11   | 0.09%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    599000 | PA      | $646671.53     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $615078.01     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                                                 | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    540000 | PA      | $553108.57     | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $848674.34     | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                                                    | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5511311 | PA      | $4876663.36    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    840000 | PA      | $838255.17     | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2084276 | NS      | $147462527.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                                                    | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    605313 | PA      | $570677.42     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Realty Trust Inc                                                    | FRANKLIN BSP REA                                             | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     51558 | NS      | $551155.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                                                                  | NEURONETICS INC                                              | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |     26296 | NS      | $91773.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $655476.76     | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $2008232.41    | 0.00%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441912.89     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125464.65     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1527                                                    | CUSIP: 3142GRVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4443913 | PA      | $4526885.31    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $986439.66     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Resources Connection Inc                                                         | RESOURCES CONNEC                                             | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22291 | NS      | $119702.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    996000 | PA      | $1012194.96    | 0.00%             | 2027-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                                                    | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104096 | PA      | $106970.60     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MaxCyte Inc                                                                      | MAXCYTE INC                                                  | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     66640 | NS      | $145275.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                                               | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1860000 | PA      | $2259366.76    | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018381.85    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297144.98     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    415000 | PA      | $470141.71     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                                             | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284354.68     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00489                                                    | CUSIP: 31292GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       243 | PA      | $246.20        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1271415.88    | 0.00%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01665                                                    | CUSIP: 31283HZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182659 | PA      | $188192.16     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2076394.54    | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                                                | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253346.32     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                   | ZIFF DAVIS INC                                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     25928 | NS      | $784840.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    350000 | PA      | $327664.47     | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    750000 | PA      | $846640.23     | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Norwood Financial Corp                                                           | NORWOOD FINL                                                 | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3727 | NS      | $96082.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561104.85     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                                               | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319114.61     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                                              | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219165.35     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786642                                                    | CUSIP: 3622ACHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1220096 | PA      | $1247017.07    | 0.00%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRUST                                               | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    111895 | NS      | $14187167.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $365273.28     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1875000 | PA      | $1315979.86    | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627922.65     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $428536.30     | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93944000 | PA      | $92982541.41   | 0.16%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adeia Inc                                                                        | ADEIA INC                                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63646 | NS      | $899954.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446324.08     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331248.32     | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                                 | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860214.27     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                                                     | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    560000 | PA      | $535775.03     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    395000 | PA      | $405930.32     | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8217                                                    | CUSIP: 3132D6DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    978711 | PA      | $989005.21     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1943562.58    | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9071                                                    | CUSIP: 3133KRCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    684651 | PA      | $701713.06     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                                              | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |    148864 | NS      | $14307319.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $191741.40     | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                                                    | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45202 | PA      | $44820.68      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                                             | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365263.93     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433384.32     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID                                             | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    500000 | PA      | $312398.24     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369089.48     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $763662.45     | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Farmers National Banc Corp                                                       | FARMERS NATL BAN                                             | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23843 | NS      | $328794.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916648.27     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                                                    | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125826 | PA      | $1036483.05    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    868193 | NS      | $37636166.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7569                                                    | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3182711 | PA      | $3276946.04    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                                                    | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360262 | PA      | $335070.64     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1878000 | PA      | $1874675.65    | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                                                    | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243619 | PA      | $226651.11     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241560.78     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0538                                                    | CUSIP: 3138YRS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24301 | PA      | $23723.75      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc                                                                    | TEMPUS AI INC                                                | CUSIP: 88023B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61183 | NS      | $3887567.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SB8136                                                    | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3421416 | PA      | $3044866.26    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A3                                              | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26152 | PA      | $26135.57      | 0.00%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                                                    | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2462679 | PA      | $2182748.12    | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                                                    | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15913850 | PA      | $12643122.69   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    341000 | PA      | $311446.15     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                                                    | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319358 | PA      | $294976.84     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397282.13     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                                                   | ARMSTRONG WORLD                                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     26289 | NS      | $4270385.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $816133.17     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                                                    | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2710184 | PA      | $2411910.20    | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774048.88     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   2075000 | PA      | $1734885.36    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Provident Financial Holdings Inc                                                 | PROVIDENT FNL HL                                             | CUSIP: 743868101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3235 | NS      | $50142.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                                              | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    656000 | PA      | $580082.76     | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65896000 | PA      | $66246072.50   | 0.11%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                                                    | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7764 | PA      | $7992.13       | 0.00%             | 2036-12-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $524773.99     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 C                                               | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $363011.74     | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                                                    | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114964 | PA      | $109612.15     | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     74429 | NS      | $8936690.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5                                            | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $343709.08     | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344785.51     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    480000 | PA      | $483745.33     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                                                    | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1448009 | PA      | $1448905.07    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00815                                                    | CUSIP: 31283G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       172 | PA      | $181.09        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734487.90     | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    875000 | PA      | $888709.69     | 0.00%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                                                    | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162011 | PA      | $160335.84     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505923.66     | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Asana Inc                                                                        | ASANA INC- CL A                                              | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     52246 | NS      | $705321.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                                                    | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235698 | PA      | $222459.73     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA                                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307500 | PA      | $297250.81     | 0.00%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     76077 | NS      | $2740293.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029889.84    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Heron Therapeutics Inc                                                           | HERON THERAPEUTI                                             | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     78614 | NS      | $162730.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51305000 | PA      | $47691604.75   | 0.08%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                                                    | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638147 | PA      | $588668.59     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745746.63     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC                                             | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    275000 | PA      | $318485.22     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1664000 | PA      | $1766351.67    | 0.00%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                                                    | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13483921 | PA      | $10725251.14   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enliven Therapeutics Inc                                                         | ENLIVEN THERAPEU                                             | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26242 | NS      | $526414.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2985000 | PA      | $2901731.35    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                                                    | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3941734 | PA      | $3947866.55    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    585000 | PA      | $515695.53     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08715                                                    | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390435 | PA      | $347847.75     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253362.13     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12440000 | PA      | $9158950.00    | 0.02%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                                               | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625000 | PA      | $498074.81     | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7948                                                    | CUSIP: 3133KPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1603602 | PA      | $1610606.77    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                                                    | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66043 | PA      | $62473.08      | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                                                    | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228216 | PA      | $221639.19     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abercrombie & Fitch Co                                                           | ABERCROMBIE & FI                                             | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     26981 | NS      | $2235375.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                                                    | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    782207 | PA      | $740472.07     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    663000 | PA      | $705873.63     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     45911 | NS      | $2674774.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                                              | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051198.45    | 0.00%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330172.82     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257132                                                    | CUSIP: 31371NSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2937 | PA      | $2942.74       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carter Bankshares Inc                                                            | CARTER BANKSHARE                                             | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11673 | NS      | $202409.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504356.00     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                                                    | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    870501 | PA      | $792125.75     | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   1053698 | NS      | $143313464.98  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                                  | MACERICH CO                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    153405 | NS      | $2482092.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1291265.27    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1203596.65    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    311000 | PA      | $318747.14     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                                                    | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1457970 | PA      | $1172897.57    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                                                    | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    521961 | PA      | $515200.49     | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2148611.23    | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA                                             | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332340 | PA      | $317558.36     | 0.00%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                                             | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    619000 | PA      | $522552.23     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627910.16     | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722825.69     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1507060.59    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1110000 | PA      | $856530.42     | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                                                    | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287008 | PA      | $263801.92     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                                                    | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326296 | PA      | $297234.54     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1196899.50    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                                                  | EMCOR GROUP INC                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     27205 | NS      | $14551682.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5441                                                    | CUSIP: 31418FBK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331478 | PA      | $308224.03     | 0.00%             | 2054-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1393053.92    | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                                                    | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175305 | PA      | $1150372.39    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    490000 | PA      | $464228.29     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5497                                                    | CUSIP: 31418FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2634964 | PA      | $2634946.80    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fluence Energy Inc                                                               | FLUENCE ENERGY I                                             | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39386 | NS      | $264280.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National CineMedia Inc                                                           | NATIONAL CINEMED                                             | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |     44600 | NS      | $216087.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                                                           | ORUKA THERAPEUTI                                             | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |     21276 | NS      | $238503.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                                                              | WALKER & DUNLOP                                              | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20028 | NS      | $1411573.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                                                    | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211123 | PA      | $208404.71     | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666067.99     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ3250                                                    | CUSIP: 3133CTTF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1354812 | PA      | $1401071.23    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northeast Community Bancorp Inc                                                  | NORTHEAST COMMUN                                             | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      8905 | NS      | $206996.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                                                    | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47081 | PA      | $47553.64      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    496000 | PA      | $382586.45     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER                                             | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484933.20     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                                                 | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96754 | PA      | $90640.52      | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    825000 | PA      | $775387.47     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                                                    | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136131 | PA      | $123746.60     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08705                                                    | CUSIP: 3128MJYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302375 | PA      | $269393.09     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    304000 | PA      | $269329.75     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                                                    | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203545 | PA      | $200203.44     | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $732093.33     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1995823.80    | 0.00%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0367                                                    | CUSIP: 3618N5MR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2812410 | PA      | $2854910.86    | 0.00%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9316                                                    | CUSIP: 3140QVK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1342564 | PA      | $1323990.54    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 411771                                                    | CUSIP: 36206HMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       625 | PA      | $627.92        | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                                                    | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1121415 | PA      | $992902.04     | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                                                | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387371.56     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517848.84     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    709000 | PA      | $739188.47     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2361839.34    | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Circle Internet Group Inc                                                        | CIRCLE INTERNET                                              | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |     18497 | NS      | $3353321.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1583855.57    | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A3                                              | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $551877.43     | 0.00%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1650000 | PA      | $1413568.20    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lifecore Biomedical Inc                                                          | LIFECORE BIOMEDI                                             | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     18610 | NS      | $151113.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1921617.41    | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Contango ORE Inc                                                                 | CONTANGO ORE INC                                             | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |      5641 | NS      | $109886.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                                | OWENS & MINOR                                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     48573 | NS      | $442014.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8350                                                    | CUSIP: 3140QUH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2152294 | PA      | $2192479.23    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerence Inc                                                                      | CERENCE INC                                                  | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     21274 | NS      | $217207.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                                                    | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13752773 | PA      | $10939098.29   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1929526.81    | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                                                    | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    973750 | PA      | $931259.94     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307718.19     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                                                    | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4887333 | PA      | $4692399.57    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1028049.55    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997935.74     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                 | QUIDELORTHO CORP                                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     38230 | NS      | $1101788.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                                                    | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $506379.08     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860164.71     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Myriad Genetics Inc                                                              | MYRIAD GENETICS                                              | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     51531 | NS      | $273629.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1730606.85    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760543.92     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                                                      | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $607959.42     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Itron Inc                                                                        | ITRON INC                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     27735 | NS      | $3650758.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                                                    | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179684 | PA      | $173487.72     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                                                    | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3533889 | PA      | $3392937.86    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1493110.05    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $998596.42     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                                             | SMURFIT WESTROCK                                             | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | US        |    316132 | NS      | $13641095.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                                                    | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1699930 | PA      | $1634252.03    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587684                                                    | CUSIP: 36201M2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7680 | PA      | $7954.84       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30694000 | PA      | $28799604.69   | 0.05%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782879.50     | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A4                                               | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $74358.96      | 0.00%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776387.15     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3607779.96    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY CO/THE                                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     89860 | NS      | $14912267.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                                               | REMIT GLOBAL INC                                             | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102114 | NS      | $1916679.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8409                                                    | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4948908 | PA      | $5033576.54    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                                                    | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1155799 | PA      | $1224163.62    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1588006.72    | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0799                                                    | CUSIP: 3138LQ3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8174 | PA      | $8067.21       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377126.41     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256985                                                    | CUSIP: 31371NNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27074 | PA      | $29385.33      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A3                                              | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162202 | PA      | $162531.78     | 0.00%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5                                            | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $952542.63     | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2417000 | PA      | $2478735.01    | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                                                  | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    153000 | PA      | $156164.98     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                                       | SABRA HEALTH CAR                                             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    146436 | NS      | $2700279.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63695000 | PA      | $59047255.47   | 0.10%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4407                                                    | CUSIP: 31418D3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4718228 | PA      | $4042106.89    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347403.91     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $741496.79     | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Katapult Holdings Inc                                                            | KATAPULT HOLDING                                             | CUSIP: 485859201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1844 | NS      | $14752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q43428                                                    | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30219 | PA      | $26923.18      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    875000 | PA      | $574785.42     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    675000 | PA      | $578615.26     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4761                                                    | CUSIP: 3140X8JF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    588694 | PA      | $476716.13     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                                                    | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5071 | PA      | $5259.28       | 0.00%             | 2041-06-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                                                 | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $116140.46     | 0.00%             | 2029-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                                                    | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62767 | PA      | $61157.80      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737946                                                    | CUSIP: 3620ARZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1500 | PA      | $1492.59       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    625000 | PA      | $568065.14     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                                                 | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445670.25     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408992.42     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                                                    | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709795 | PA      | $683107.35     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-PREREFUND                                         | CUSIP: 13063EMJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202737.60     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $845254.14     | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                                                  | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331164.01     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $763965.53     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                                                    | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $935708.10     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1753590.34    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                                              | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1675000 | PA      | $1666463.80    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517508.40     | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $860376.05     | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Annovis Bio Inc                                                                  | ANNOVIS BIO                                                  | CUSIP: 03615A108<br>LEI: 549300IFBVI51FN3NJ32 | Long             | EC               | CORP              | US        |      4844 | NS      | $10511.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100290.19     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3229396.14    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42132000 | PA      | $42559903.13   | 0.07%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 A3                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $381890.46     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                                                    | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200997 | PA      | $190460.81     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                                                    | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1690 | PA      | $1740.28       | 0.00%             | 2033-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc                                                                       | RAPID7 INC                                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     33115 | NS      | $765949.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI                                             | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185608.75     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305212.82     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Addus HomeCare Corp                                                              | ADDUS HOMECARE                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     11309 | NS      | $1302683.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                                              | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504281.30     | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                                                    | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    863829 | PA      | $752417.33     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A4                                              | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99452.78      | 0.00%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                                                    | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34038 | PA      | $35846.65      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hub Group Inc                                                                    | HUB GROUP-A                                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35104 | NS      | $1173526.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2919389.20    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1125533.85    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6046                                                    | CUSIP: 3132DTWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    873901 | PA      | $894314.25     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                 | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    133139 | NS      | $8305210.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1205624.11    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                                                    | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33649 | PA      | $33037.42      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                                                          | WESCO INTL                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     27584 | NS      | $5108556.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607876.79     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $595299.25     | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857721.80     | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72400263                                               | ROCKET LAB CORP                                              | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    264508 | NS      | $9461451.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    221000 | PA      | $233736.62     | 0.00%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $683563.96     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0691                                                    | CUSIP: 3138YRXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454321 | PA      | $419947.12     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54308000 | PA      | $54621968.13   | 0.09%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                                               | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $289722.58     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                                                      | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    253758 | PA      | $257082.57     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3090945.31    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    227645 | NS      | $15193027.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Finance LLC                                                               | ENSTAR FINANCE                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491791.60     | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                              | COINBASE GLOBA-A                                             | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |    121618 | NS      | $42625892.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS                                        | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $215017.98     | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408403.40     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Alto Neuroscience Inc                                                            | ALTO NEUROSCIENC                                             | CUSIP: 02157Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11433 | NS      | $25152.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746822.96     | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79628.33      | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                                                 | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3744923.46    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1258645.12    | 0.00%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Forian Inc                                                                       | FORIAN INC                                                   | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $32536.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555432                                                    | CUSIP: 31385XA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27649 | PA      | $28396.10      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                                                    | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1520396 | PA      | $1428346.54    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431692.96     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3463                                                    | CUSIP: 31418CZ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16869 | PA      | $16853.69      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    825000 | PA      | $823972.50     | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    612000 | PA      | $615767.15     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-165 A2                                                | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $512337.76     | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A3                                              | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195214 | PA      | $196396.74     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $470180.12     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                                              | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209078.88     | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                             | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503469.98     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $490463.84     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $998456.37     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                | BMARK 2025-V15 A3                                            | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1835398.95    | 0.00%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319470.84     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co                                                                | LEVI STRAUSS-A                                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     56726 | NS      | $1048863.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A3                                               | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111151 | PA      | $110818.60     | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960419.53     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421113                                                    | CUSIP: 36206TYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       227 | PA      | $228.55        | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    825000 | PA      | $741952.12     | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                                                     | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299672.03     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                                                    | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87878 | PA      | $82942.00      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B                                            | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190917 | PA      | $183280.79     | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                                                    | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8723949 | PA      | $7418338.97    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                                                | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707369.71     | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT                                        | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $198146.05     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    248000 | PA      | $238090.56     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1398968.89    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK                                             | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   1075000 | PA      | $1091745.89    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Figs Inc                                                                         | FIGS INC-CLASS A                                             | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42802 | NS      | $241403.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                                                    | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1053086 | PA      | $995910.70     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    790000 | PA      | $769974.46     | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    650000 | PA      | $689450.83     | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190302                                                    | CUSIP: 31368HKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9536 | PA      | $9713.15       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                                          | BXP INC                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     94420 | NS      | $6370517.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                                                      | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24844 | PA      | $26061.37      | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Getty Images Holdings Inc                                                        | GETTY IMAGES HOL                                             | CUSIP: 374275105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73000 | NS      | $121180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK                                             | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029336.68    | 0.00%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1790                                                    | CUSIP: 3142GR7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1818928 | PA      | $1893112.97    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    620000 | PA      | $601562.83     | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856584.92     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES                                             | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1970451.99    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                                                    | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5327360 | PA      | $4549898.91    | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421729.88    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                                             | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201807 | PA      | $185372.21     | 0.00%             | 2033-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315029.05     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                                         | MADISON SQUARE G                                             | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21871 | NS      | $874183.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                                                    | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1945054 | PA      | $1815239.59    | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                                                    | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131274 | PA      | $127174.23     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 7/25                                                | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2330000 | PA      | $-2227880.29   | -0.00%            | 2025-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens & Northern Corp                                                         | CITIZENS & NORTH                                             | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8711 | NS      | $164986.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $615307.04     | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A3                                              | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $709246.23     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A C                                               | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72255 | PA      | $72335.18      | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 410250                                                    | CUSIP: 36206FWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $27.82         | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                                                    | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    627616 | PA      | $571043.32     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stagwell Inc                                                                     | STAGWELL INC                                                 | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     55590 | NS      | $250155.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4                                            | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393657.84     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                         | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501492.34     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                                                    | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726012 | PA      | $673124.40     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources Inc                                                   | INFINITY NATUR-A                                             | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4863 | NS      | $89041.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802607.82     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B                                            | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $204635.78     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2974                                                    | CUSIP: 3132DQJT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372381 | PA      | $387713.89     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                                             | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503007.66     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ChromaDex Corp                                                                   | NIAGEN BIOSCIENC                                             | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     38737 | NS      | $558200.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797840.88     | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1066529.04    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327233.87     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                                                    | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1402676 | PA      | $1381889.97    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    862000 | PA      | $858342.91     | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                                                    | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    720361 | PA      | $673726.34     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $707120.00     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510232.40     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                                                    | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68120 | PA      | $68033.93      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Postal Realty Trust Inc                                                          | POSTAL REALTY-A                                              | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     12803 | NS      | $188588.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    585000 | PA      | $575991.63     | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C43067                                                    | CUSIP: 31298BMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2026 | PA      | $2106.56       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783789                                                    | CUSIP: 3622A2F64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160637 | PA      | $158730.14     | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $501836.41     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS                                             | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $167268.90     | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6425000 | PA      | $6269238.34    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BP1022                                                    | CUSIP: 3617L7D30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114846 | PA      | $104966.74     | 0.00%             | 2049-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $306536.50     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apartment Investment and Management Co                                           | APARTMENT INVEST                                             | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     85801 | NS      | $742178.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                                                    | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35964 | PA      | $35367.09      | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                             | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1035000 | PA      | $1078961.31    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                                                    | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    538742 | PA      | $501074.48     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                                                    | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1078919 | PA      | $1081272.08    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00504                                                    | CUSIP: 31292GRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $85.08         | 0.00%             | 2027-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $977448.34     | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5716                                                    | CUSIP: 31417CK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17359 | PA      | $17116.77      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capitol Federal Financial Inc                                                    | CAPITOL FEDERAL                                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73045 | NS      | $445574.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                                              | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $343669.19     | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6925                                                    | CUSIP: 3140XNVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9341453 | PA      | $7762794.99    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $950962.11     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $868113.91     | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2075000 | PA      | $2092317.95    | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| P10 Inc                                                                          | P10 INC-A                                                    | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31735 | NS      | $324331.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                                                           | SPYRE THERAPEUTI                                             | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |     33370 | NS      | $499548.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    262596 | NS      | $26976487.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2668464.50    | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416528.95     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                                              | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51267.59      | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    670000 | PA      | $629157.61     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                                                    | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26759 | PA      | $27299.80      | 0.00%             | 2037-09-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2228432.97    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                                                    | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524516 | PA      | $542832.81     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                               | ENPHASE ENERGY                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     76276 | NS      | $3024343.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1104462.03    | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18360                                                    | CUSIP: 3128MMMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252 | PA      | $251.67        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamond Hill Investment Group Inc                                                | DIAMOND HILL                                                 | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1430 | NS      | $207793.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                                              | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224044.57     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TFS Financial Corp                                                               | TFS FINANCIAL CO                                             | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37695 | NS      | $488150.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                                                      | PENSKE AUTOMOTIV                                             | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      9008 | NS      | $1547664.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   2500000 | PA      | $2473016.99    | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471815.28     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    425000 | PA      | $369750.59     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Revolve Group Inc                                                                | REVOLVE GROUP IN                                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23377 | NS      | $468708.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69910.95      | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $440985.14     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8386                                                    | CUSIP: 36178GJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42421 | PA      | $40724.47      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orchestra BioMed Holdings Inc                                                    | ORCHESTRA BIOMED                                             | CUSIP: 68572M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21354 | NS      | $57228.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                                                    | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206520 | PA      | $212466.71     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                                              | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    390000 | PA      | $306936.20     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                                      | INVESCO LTD                                                  | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    260494 | NS      | $4107990.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                                                 | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1835000 | PA      | $1697297.56    | 0.00%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    825000 | PA      | $827827.82     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1275000 | PA      | $1233948.92    | 0.00%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A3                                              | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $703868.20     | 0.00%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3                                             | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $681380.91     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471408.56     | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601264.48     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783771                                                    | CUSIP: 3622A2FL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65862 | PA      | $66574.36      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navitas Semiconductor Corp                                                       | NAVITAS SEMICOND                                             | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79200 | NS      | $518760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $366272.79     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       188 | NC      | $254608.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5                                            | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $582046.09     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783069                                                    | CUSIP: 36241LMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42904 | PA      | $43461.69      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sally Beauty Holdings Inc                                                        | SALLY BEAUTY HOL                                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     65334 | NS      | $604992.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                                                       | THIRD COAST BANC                                             | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $277695.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3621417.77    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505180.04    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Qurate Retail Inc                                                                | QVC GROUP INC                                                | CUSIP: 74915M605<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      5332 | NS      | $14663.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN                                        | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $209223.82     | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $914162.42     | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486597.80     | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1730918.73    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2757348.69    | 0.00%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0536                                                    | CUSIP: 3138EGS21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8515 | PA      | $8971.62       | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle Bancorp Montana Inc                                                        | EAGLE BANCORP MO                                             | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |      5063 | NS      | $84400.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                                              | PAYONEER GLOBAL                                              | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182123 | NS      | $1247542.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 AS                                              | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51898.74      | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $780388.20     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verve Therapeutics Inc                                                           | VERVE THERAPEUTI                                             | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40860 | NS      | $458857.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $688627.89     | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS                                            | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187275.24     | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CareDx Inc                                                                       | CAREDX INC                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     31343 | NS      | $612442.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                                  | ALAMO GROUP                                                  | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      6366 | NS      | $1390207.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1706288.62    | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                                                    | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1001058 | PA      | $890717.45     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2155019.17    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1046287.12    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPG Inc                                                                          | TPG INC                                                      | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     76280 | NS      | $4000886.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1701207.62    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                                       | RHYTHM PHARMACEU                                             | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     37635 | NS      | $2378155.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3880                                                    | CUSIP: 3132E0JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1311020 | PA      | $1326989.09    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8341                                                    | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    841139 | PA      | $826413.90     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $920430.56     | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                              | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    405000 | PA      | $260962.36     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Klaviyo Inc                                                                      | KLAVIYO INC-A                                                | CUSIP: 49845K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58484 | NS      | $1963892.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                                     | SUNSTONE HOTEL                                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    122728 | NS      | $1065279.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                                                    | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283931 | PA      | $248464.35     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2021-D                                         | WOART 2021-D A4                                              | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231227 | PA      | $228891.83     | 0.00%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01820                                                    | CUSIP: 3128LXAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184852 | PA      | $190956.66     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Realty Trust Inc                                                        | PIEDMONT REALTY                                              | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79829 | NS      | $581953.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                                                        | GREENLIGHT CAP-A                                             | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | US        |     17350 | NS      | $249319.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                                                  | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118889.92     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $891159.37     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02168                                                    | CUSIP: 3128LXMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22120 | PA      | $23246.69      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524772.55     | 0.00%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   2625000 | PA      | $2570331.21    | 0.00%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                          | RXO INC                                                      | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    100462 | NS      | $1579262.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                                                    | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150170 | PA      | $136602.35     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97259                                                    | CUSIP: 312946B47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52017 | PA      | $50421.75      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensus Healthcare Inc                                                            | SENSUS HEALTHCAR                                             | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |     11601 | NS      | $54988.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                                                  | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558067.24     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1327360.77    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445076.58     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $2716669.48    | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5616                                                    | CUSIP: 3138A7G28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27888 | PA      | $27730.65      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8512                                                    | CUSIP: 3140QGN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    916493 | PA      | $732711.49     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                                              | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153260.97     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5584732.02    | 0.01%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     72548 | NS      | $1457489.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1992714.14    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                                                    | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220177 | PA      | $196114.25     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                                                    | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604688 | PA      | $551498.52     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A4                                              | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75451.08      | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                                                    | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    496277 | PA      | $437697.82     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $576356.29     | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    480000 | PA      | $330873.75     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                                                    | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447037 | PA      | $428323.91     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                                                    | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    816290 | PA      | $785761.20     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817923.22     | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $707203.20     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| loanDepot Inc                                                                    | LOANDEPOT INC -A                                             | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |     57100 | NS      | $72517.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                                                    | MASTERCRAFT BOAT                                             | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     11800 | NS      | $219244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    675000 | PA      | $664530.78     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    575000 | PA      | $371884.55     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                             | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $613546.82     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332418.80     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517984.26     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP                                             | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $363713.82     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010052.09    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                                                    | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217808 | PA      | $214460.06     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                                                    | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2395 | PA      | $2484.97       | 0.00%             | 2040-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                | UPBOUND GROUP IN                                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     29612 | NS      | $743261.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2944295.63    | 0.01%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                                                    | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14349 | PA      | $14904.69      | 0.00%             | 2041-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    875000 | PA      | $862181.17     | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS                                             | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144781.05     | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Inc/The                                                  | BALDWIN INSURANC                                             | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41877 | NS      | $1792754.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                                              | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322309.58     | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251044.74     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    950000 | PA      | $920470.37     | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $317146.52     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                                                    | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3447545 | PA      | $3470204.06    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    725000 | PA      | $485195.88     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY                                             | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375561.66     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1123031.99    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     47830 | NS      | $13813304.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                                             | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512964.03     | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N                                             | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | US        |    483412 | NS      | $6265019.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                                                    | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29445 | PA      | $29129.39      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                                                    | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    634295 | PA      | $586700.81     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                                               | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289323.80     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Visteon Corp                                                                     | VISTEON CORP                                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     17087 | NS      | $1594217.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6051                                                    | CUSIP: 3140QRWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1893483 | PA      | $1816037.64    | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                    | ECHOSTAR CORP-A                                              | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     81241 | NS      | $2250375.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 B                                               | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75440.13      | 0.00%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7429                                                    | CUSIP: 3140XPHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642412 | PA      | $652244.84     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                                                    | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381087 | PA      | $355192.48     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                                                    | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415962 | PA      | $419858.82     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    683000 | PA      | $688600.33     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1343                                                    | CUSIP: 3142GRP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    716124 | PA      | $734194.79     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    219000 | PA      | $226602.16     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    384000 | PA      | $423790.07     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   1410000 | PA      | $1425465.42    | 0.00%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sotherly Hotels Inc                                                              | SOTHERLY HOTELS                                              | CUSIP: 83600C103<br>LEI: 549300IYTT21F61LSR10 | Long             | EC               | CORP              | US        |    225611 | NS      | $215052.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2596783.07    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                                              | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120635.67     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Domo Inc                                                                         | DOMO INC- CL B                                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     21491 | NS      | $300229.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                                                  | WEYCO GROUP                                                  | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      4901 | NS      | $162517.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    239000 | PA      | $230696.99     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2240625.26    | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                                                | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625857.96     | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                                                    | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1583357 | PA      | $1466434.51    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491527.84     | 0.00%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                                                    | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27617 | PA      | $27382.55      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                       | AIRBNB INC-A                                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    235573 | NS      | $31175730.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495787.62     | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arcus Biosciences Inc                                                            | ARCUS BIOSCIENCE                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41737 | NS      | $339739.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5                                            | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $454953.98     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949402.60     | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1100375.70    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4562                                                    | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3861037 | PA      | $3063869.43    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5236                                                    | CUSIP: 31418EZA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2183159 | PA      | $2030857.58    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                                             | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592653.33     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    625000 | PA      | $584748.36     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455182.30     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                                                   | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $700325.08     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2500000 | PA      | $2363311.48    | 0.00%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                                                    | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1283023 | PA      | $1016119.43    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3225000 | PA      | $3002344.12    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750593.88     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 A5                                               | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $278545.93     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Evolus Inc                                                                       | EVOLUS INC                                                   | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     32737 | NS      | $301507.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                                                     | MADRIGAL PHARMAC                                             | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |     11599 | NS      | $3510321.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                                                    | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       241 | PA      | $253.75        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                                                   | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336605.01     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                                               | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1124559 | PA      | $1103665.13    | 0.00%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497367.08     | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                                                 | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100134.76     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    630000 | PA      | $593373.47     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7038                                                    | CUSIP: 3138WGZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       621 | PA      | $605.97        | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                                                    | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67224 | PA      | $64714.85      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241568.75     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                                                    | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    624164 | PA      | $550099.96     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                                                   | API GROUP CORP                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    150028 | NS      | $7658929.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                                                    | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31125 | PA      | $32012.86      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642999.77     | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2425903.56    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $683377.21     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4414                                                    | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8324377 | PA      | $6943613.13    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                                                    | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29960 | PA      | $31046.35      | 0.00%             | 2039-08-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    875000 | PA      | $588786.91     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                                                    | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875322 | PA      | $805311.35     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1217055.60    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7360125.00    | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                  | ULTA BEAUTY INC                                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     27255 | NS      | $12750434.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | S&P500 EMINI FUT  Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       203 | NC      | $2038022.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1422790.65    | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                                               | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224649 | PA      | $217763.73     | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4700912.13    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                                               | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50855.52      | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01552                                                    | CUSIP: 31292HWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52587 | PA      | $54087.34      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50104.09      | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $503533.98     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1980582.29    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY                                             | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97658.87      | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2                                             | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751992.96     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CorVel Corp                                                                      | CORVEL CORP                                                  | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17358 | NS      | $1784055.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $479613.22     | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                                        | KINSALE CAPITAL                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     13542 | NS      | $6552973.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                                                    | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30258 | PA      | $31473.05      | 0.00%             | 2043-09-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1935080.91    | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1278026.48    | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2545687.54    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                                               | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $304961.54     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1040000 | PA      | $1002896.61    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $123494.42     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA                                        | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $226159.77     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940766                                                    | CUSIP: 31413BTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8945 | PA      | $9416.46       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    775000 | PA      | $684983.09     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    863000 | PA      | $571186.56     | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604701.26     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                                                    | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    264740 | PA      | $250297.58     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784138                                                    | CUSIP: 3622A2S37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    751057 | PA      | $693850.08     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                                                    | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1107588 | PA      | $1065686.74    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302942.51     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $477374.11     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                                               | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247286.52     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                                                    | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443565 | PA      | $429620.24     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amplitude Inc                                                                    | AMPLITUDE-CL A                                               | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50190 | NS      | $622356.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781419                                                    | CUSIP: 36225BSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3370 | PA      | $3514.23       | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    284367 | NS      | $110394113.07  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                                                       | OMNIAB INC                                                   | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64445 | NS      | $112134.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                                                    | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1445409 | PA      | $1321218.69    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                         | APA CORP                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    214221 | NS      | $3918102.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    850000 | PA      | $834042.28     | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299312.56     | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                                                    | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318562 | PA      | $290410.70     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                                               | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521717.68     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0353                                                    | CUSIP: 3133KTMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1855320 | PA      | $1546528.49    | 0.00%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1057988.70    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870668.54     | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                                             | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $246011.90     | 0.00%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Methode Electronics Inc                                                          | METHODE ELEC                                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     15661 | NS      | $148936.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $519148.71     | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5261                                                    | CUSIP: 3132DSZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    952506 | PA      | $968950.47     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST                                             | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $567679.15     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                                             | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     30970 | NS      | $3457800.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                                      | STERLING INFRAST                                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     17102 | NS      | $3945944.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                                                | SHOE CARNIVAL                                                | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10530 | NS      | $197016.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382124.62     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49192800 | PA      | $47905331.94   | 0.08%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                                                    | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    710933 | PA      | $686281.76     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1219029.16    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    738474 | NS      | $46383551.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                                   | VIRTUS INVEST                                                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4231 | NS      | $767503.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                                                    | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    627089 | PA      | $553069.06     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443087.28     | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483397.25     | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                                                    | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    499576 | PA      | $473526.49     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MarineMax Inc                                                                    | MARINEMAX INC                                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     13108 | NS      | $329535.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434614.47     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4                                            | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $567564.45     | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2491000 | PA      | $2266179.10    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494686.57     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     46762 | NS      | $1664259.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                  | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585535.20     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3741                                                    | CUSIP: 3132E0EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    752699 | PA      | $786514.04     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934185.16     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 574483                                                    | CUSIP: 31386VFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3057 | PA      | $3215.62       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1359027.20    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                                                    | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11597 | PA      | $12199.23      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                                                    | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    419763 | PA      | $372833.43     | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0745                                                    | CUSIP: 3132DMZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10749933 | PA      | $8661467.59    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                                                    | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1490558 | PA      | $1352947.96    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diodes Inc                                                                       | DIODES INC                                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     27665 | NS      | $1463201.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                                                    | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    959467 | PA      | $909479.71     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943876.91     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                                                       | HURON CONSULTING                                             | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     10970 | NS      | $1508813.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K513 A2                                                 | CUSIP: 3137HBFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $508925.70     | 0.00%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5                                             | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $455565.81     | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOB                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    492666 | NS      | $36058224.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE                                             | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1020272.22    | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513311.48     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811329.88     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX8391                                                    | CUSIP: 3140NDKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    740468 | PA      | $737846.09     | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $291161.67     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                                                 | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $613278.19     | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                                                    | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12517371 | PA      | $9449180.97    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    950000 | PA      | $608340.76     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1183056.98    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2320230.81    | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1409082.17    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1777345.68    | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235699.74     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                                                    | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4238 | PA      | $4335.94       | 0.00%             | 2034-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153224.38     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American States Water Co                                                         | AMER STATES WATE                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     23590 | NS      | $1808409.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                                                    | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285750 | PA      | $277386.78     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519257.65     | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $398200.45     | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                                                    | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1018397 | PA      | $857113.54     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $870328.01     | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305741.77     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                                              | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493873 | PA      | $462374.88     | 0.00%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                       | CF INDUSTRIES HO                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     98003 | NS      | $9016276.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843486                                                    | CUSIP: 31407XCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10358 | PA      | $10705.03      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                                                    | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3233130 | PA      | $2866632.59    | 0.00%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                                                    | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472401 | PA      | $434002.53     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                                       | LPL FINANCIAL HO                                             | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     48436 | NS      | $18162046.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1114359.09    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5904                                                    | CUSIP: 3133KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3623785 | PA      | $3039694.87    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    894000 | PA      | $898673.01     | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122682.65     | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    642000 | PA      | $629393.51     | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pulse Biosciences Inc                                                            | PULSE BIOSCIENCE                                             | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |     10929 | NS      | $164918.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Aquestive Therapeutics Inc                                                       | AQUESTIVE THERAP                                             | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47200 | NS      | $156232.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $289080.02     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 AS                                               | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $78282.68      | 0.00%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   1457000 | PA      | $1496745.62    | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $684347.43     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $900511.43     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $342247.96     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473614.74     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATL FUEL GAS CO                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     54080 | NS      | $4581116.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434587                                                    | CUSIP: 36207KXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4615 | PA      | $4768.70       | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                                                             | JETBLUE AIRWAYS                                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    185344 | NS      | $784005.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                                                    | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    405100 | PA      | $401768.22     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                                                    | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18702 | PA      | $19208.04      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4                                            | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $785372.96     | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161283.18     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                                                    | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    223137 | PA      | $216600.99     | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                                                    | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3378267 | PA      | $3113341.64    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                                              | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $202765.58     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                                                    | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2406474 | PA      | $2195991.90    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                                                | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $602276.90     | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                                                    | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75287 | PA      | $76162.37      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1130464 | NS      | $96225095.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                                                    | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400003 | PA      | $1126264.52    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                                                    | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921822 | PA      | $844587.85     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1165962.71    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $750203.64     | 0.00%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                                                    | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36966 | PA      | $35835.92      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 770828                                                    | CUSIP: 31404KLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36470 | PA      | $37496.25      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $1718777.71    | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022277.14    | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1300000 | PA      | $1363258.54    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Krispy Kreme Inc                                                                 | KRISPY KREME INC                                             | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50296 | NS      | $146361.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQ INV IE                                             | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     62000 | PA      | $61206.97      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Contineum Therapeutics Inc                                                       | CONTINEUM THER-A                                             | CUSIP: 21217B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11235 | NS      | $44602.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                                                 | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1025000 | PA      | $1024590.31    | 0.00%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    700000 | PA      | $677307.83     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1447602.54    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0153                                                    | CUSIP: 36179ME22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    454003 | PA      | $414651.84     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2374                                                    | CUSIP: 3140QMT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6782824 | PA      | $5698030.59    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                                                | YETI HOLDINGS IN                                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     51743 | NS      | $1630939.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50678000 | PA      | $49116088.33   | 0.08%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3992287.00    | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                                              | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   1900000 | PA      | $1373157.97    | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49734.38      | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347952.45     | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4863574.50    | 0.01%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Veru Inc                                                                         | VERU INC                                                     | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     66498 | NS      | $38688.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigel Pharmaceuticals Inc                                                        | RIGEL PHARMACEUT                                             | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     11934 | NS      | $223523.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597945.99     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $268431.71     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68546                                                    | CUSIP: 3128L0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2326 | PA      | $2405.64       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    621000 | PA      | $525446.74     | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    438000 | PA      | $391791.75     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                                             | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264867.75     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                                               | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307767.19     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                                                    | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       357 | PA      | $366.10        | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT                                             | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $384683.18     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564759                                                    | CUSIP: 36213UMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       868 | PA      | $895.13        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8554                                                    | CUSIP: 3140QUQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324952 | PA      | $1380645.70    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10051171.90   | 0.02%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304240.00     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01211                                                    | CUSIP: 31292HKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5071 | PA      | $5341.50       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1334210.90    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $573806.06     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KVH Industries Inc                                                               | KVH INDUSTRIES                                               | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9132 | NS      | $48673.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                                             | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    308000 | PA      | $295857.53     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1146707.88    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59607000 | PA      | $60016798.13   | 0.10%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1107951.01    | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Artisan Partners Asset Management Inc                                            | ARTISAN PARTNE-A                                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     41231 | NS      | $1827770.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $947295.95     | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    811000 | PA      | $928598.66     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    583000 | PA      | $576009.47     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339847.43     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    344000 | PA      | $327875.39     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                                                    | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    324318 | PA      | $303162.53     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 490201                                                    | CUSIP: 36210ERW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1014 | PA      | $1041.41       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                                                    | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304136 | PA      | $294988.75     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2021-C                                                       | CNH 2021-C A3                                                | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29427 | PA      | $29303.70      | 0.00%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479992.87     | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1748321.68    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                                                    | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1371245 | PA      | $1193532.89    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Inc                                                             | FEDERATED HERMES                                             | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     41162 | NS      | $1824299.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827473.57     | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                                                 | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    915000 | PA      | $900553.16     | 0.00%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495036.77     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                                              | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $184464.02     | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512606.25     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A4                                              | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99356.05      | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                                             | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1075275.99    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474566.36     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                                               | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447672.22     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37318000 | PA      | $38006050.63   | 0.07%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc                                                               | PLANET FITNESS-A                                             | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     51376 | NS      | $5602552.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1741327.92    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Live                                                  | LIBERTY MEDIA CO                                             | CUSIP: 531229748<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11380 | NS      | $904482.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5                                            | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $195669.61     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                                               | RITHM CAPITAL CO                                             | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    321928 | NS      | $3634567.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $521502.25     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                                                    | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    537074 | PA      | $489322.25     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    643000 | PA      | $638824.88     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2482517.97    | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    815000 | PA      | $838981.28     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Designer Brands Inc                                                              | DESIGNER BRAND-A                                             | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     32252 | NS      | $76759.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3025000 | PA      | $3021096.63    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Holley Inc                                                                       | HOLLEY INC                                                   | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |    128118 | NS      | $256236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8230                                                    | CUSIP: 3132D6EB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593660 | PA      | $599903.80     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 480643                                                    | CUSIP: 36209S5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1600 | PA      | $1643.22       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1000470.16    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL-A                                             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    156574 | NS      | $9059371.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    645000 | PA      | $668576.04     | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5                                             | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $787654.48     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                                                       | EZCORP INC-A                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     45256 | NS      | $628153.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONT EXCH I                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    346970 | NS      | $63658585.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252873                                                    | CUSIP: 31371H2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       523 | PA      | $550.09        | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                                             | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    104096 | NS      | $25279713.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299951.65     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2809748.51    | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $508229.34     | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402897.99     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ouster Inc                                                                       | OUSTER INC                                                   | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27371 | NS      | $663746.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3570328.18    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7554                                                    | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6189073 | PA      | $5218580.89    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $943040.53     | 0.00%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                                                    | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249072 | PA      | $226883.96     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $796503.64     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A3                                               | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $580453.88     | 0.00%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                                                    | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1588962 | PA      | $1574551.77    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978584.85     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0987                                                    | CUSIP: 3140QLCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3172308 | PA      | $2662970.64    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2475000 | PA      | $2497346.78    | 0.00%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $680246.25     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225807.50     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                                                    | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1598170 | PA      | $1417705.62    | 0.00%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                                                    | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112971 | PA      | $109550.48     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                                                    | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1120215 | PA      | $979936.97     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unisys Corp                                                                      | UNISYS CORP                                                  | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     34118 | NS      | $154554.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                                                    | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12545457 | PA      | $9990548.69    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60791.90      | 0.00%             | 2040-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187450.54     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604498                                                    | CUSIP: 36200MRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5018 | PA      | $4988.84       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                                                  | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79121.60      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501092.45     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423946                                                    | CUSIP: 36206W5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        87 | PA      | $88.58         | 0.00%             | 2026-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    535000 | PA      | $444268.35     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478722.43     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204027.59     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Luxfer Holdings PLC                                                              | LUXFER HOLDINGS                                              | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |     15807 | NS      | $192529.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997013.72     | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                    | CONFLUENT INC-A                                              | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    159470 | NS      | $3975587.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16353                                                    | CUSIP: 3128PWBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16847 | PA      | $16735.24      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00469                                                    | CUSIP: 31292GQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34 | PA      | $34.02         | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159                                         | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    125000 | PA      | $134045.48     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Viad Corp                                                                        | PURSUIT ATTRACTI                                             | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     14604 | NS      | $421033.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18603000 | PA      | $18509258.37   | 0.03%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                                                | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    585000 | PA      | $614143.95     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773407                                                    | CUSIP: 31404NGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61206 | PA      | $63031.64      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 8x8 Inc                                                                          | 8X8 INC                                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     81172 | NS      | $159097.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978739.72     | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1344075.05    | 0.00%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                                                    | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20438 | PA      | $21211.00      | 0.00%             | 2042-05-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158506.57     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A3                                              | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98440 | PA      | $98425.33      | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     34038 | NS      | $3452133.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $686274.65     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                                                    | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37122 | PA      | $36632.27      | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH                                             | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     22900 | NS      | $10242712.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1485424.14    | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1659 | NS      | $12252809.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                   | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297373.51     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631941.87     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   3319000 | PA      | $3360141.86    | 0.01%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                                                 | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $859464.46     | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                                                    | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3937248 | PA      | $3778670.90    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Myers Industries Inc                                                             | MYERS INDS INC                                               | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     18925 | NS      | $274223.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K538 A2                                                 | CUSIP: 3137HKQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3035406.90    | 0.01%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587775.83     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $352544.08     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                                                    | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180874 | PA      | $171957.80     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489041.32     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K061 A2                                                 | CUSIP: 3137BTUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1925743 | PA      | $1903195.51    | 0.00%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48405000 | PA      | $33265201.64   | 0.06%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                                                    | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92257 | PA      | $89569.33      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                                                    | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    545360 | PA      | $523608.34     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                                              | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1333091.64    | 0.00%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                                              | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1627345.44    | 0.00%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7054                                                    | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2021490 | PA      | $1851723.17    | 0.00%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516614.55     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    675000 | PA      | $699791.55     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4994                                                    | CUSIP: 31418ERQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    979854 | PA      | $958730.74     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                                                 | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1315446.86    | 0.00%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00544                                                    | CUSIP: 31283GS99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       254 | PA      | $257.22        | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                                                    | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    648546 | PA      | $608781.78     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1669168.82    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                                                    | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151167 | PA      | $145522.62     | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                                              | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $279018.97     | 0.00%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4339000 | PA      | $2612154.41    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510844                                                    | CUSIP: 36211EP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5069 | PA      | $5204.52       | 0.00%             | 2029-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    240000 | PA      | $162196.52     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                                                    | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204902 | PA      | $187627.60     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A C                                               | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64402 | PA      | $64611.44      | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465168.89     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    599000 | PA      | $582970.74     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $943414.06     | 0.00%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634410.55     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                                                    | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3553627 | PA      | $3162526.25    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472271.65     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | AM AIRLN 16-2 AA                                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $581793.35     | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2196770.36    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                                                    | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1623 | PA      | $1683.15       | 0.00%             | 2040-12-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1865428.36    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A                                        | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    319192 | PA      | $317023.19     | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                                              | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $263736.72     | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    664357 | NS      | $105805495.82  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS                                           | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $170028.51     | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                                                    | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147657 | PA      | $142901.94     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $167368.21     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                             | VORNADO RLTY TST                                             | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105261 | NS      | $4025180.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                                                            | JEFFERSON CAPITA                                             | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $15590.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    899000 | PA      | $882817.64     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1299586.01    | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                                                    | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    682411 | PA      | $607307.51     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1048618.69    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    825000 | PA      | $826711.85     | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988048.94     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tobira Therapeutics Inc                                                          | TOBIRA THERAPEUTICS INC - CVR 2018                           | CUSIP: N/A<br>LEI: 54930086LNMGJM5NB025       | Long             | EC               | CORP              | US        |      9469 | NS      | $42894.57      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN 888222                                                    | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16187 | PA      | $17007.20      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                                                 | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270722.89     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96678                                                    | CUSIP: 312945M39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32347 | PA      | $31233.11      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152564.79     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1865605.99    | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2666048.25    | 0.00%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7631                                                    | CUSIP: 3140XBPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    792491 | PA      | $731885.44     | 0.00%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A3                                              | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233936 | PA      | $234180.47     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2373                                                    | CUSIP: 3140QMT79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1826016 | PA      | $1539683.32    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $253868.43     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   2600000 | PA      | $1475500.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    460000 | PA      | $511831.26     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745133                                                    | CUSIP: 31403CY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16413 | PA      | $16948.52      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                                              | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425074.65     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                             | HERCULES CAPITAL                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000198.64    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SB Financial Group Inc                                                           | SB FINANCIAL GRO                                             | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |      4586 | NS      | $87592.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                                                    | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10439 | PA      | $10774.43      | 0.00%             | 2034-11-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust                                                                | RLJ LODGING TRUS                                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89334 | NS      | $650351.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc                                                  | CITIZENS FINL SV                                             | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |      3068 | NS      | $180152.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924301.04     | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP-A                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   2252768 | NS      | $80401289.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4333                                                    | CUSIP: 3132E0Y63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1936194 | PA      | $2010169.37    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $536576.73     | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                                               | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $291250.69     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                                                    | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3518203 | PA      | $3016241.45    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672725.89     | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fulcrum Therapeutics Inc                                                         | FULCRUM THERAPEU                                             | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42012 | NS      | $289042.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $288432.88     | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725221                                                    | CUSIP: 31402CVN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67759 | PA      | $69681.33      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40781000 | PA      | $41634852.19   | 0.07%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                                                    | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513652 | PA      | $469470.22     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mesa Air Group Inc                                                               | MESA AIR GROUP                                               | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |     29600 | NS      | $27528.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5132                                                    | CUSIP: 3140XLV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3096202 | PA      | $2687196.41    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0334                                                    | CUSIP: 31419ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $514.74        | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fastly Inc                                                                       | FASTLY INC -CL A                                             | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     79756 | NS      | $563077.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                                     | COLLEGIUM PHARMA                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     19128 | NS      | $565614.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                                                    | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204786 | PA      | $215657.83     | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                      | NOVANTA INC                                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22117 | NS      | $2851544.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338688.81     | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34387800 | PA      | $34884811.00   | 0.06%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Red Violet Inc                                                                   | RED VIOLET INC                                               | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      6626 | NS      | $325999.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    550107 | NS      | $114213215.34  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |    136277 | NS      | $46792070.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                                                    | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346012 | PA      | $355901.79     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Universal Logistics Holdings Inc                                                 | UNIVERSAL LOGIST                                             | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3546 | NS      | $89997.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1350000 | PA      | $1374563.28    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128369.30     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   2100000 | PA      | $2057157.26    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                                                         | TANDEM DIABETES                                              | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     40951 | NS      | $763326.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                                                    | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3019448 | PA      | $2975843.77    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                                             | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496245.25     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                                                           | GREENBRIER COS                                               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     18227 | NS      | $839353.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                                                     | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $3070232.91    | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finance Of America Cos Inc                                                       | FINANCE OF AME-A                                             | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4370 | NS      | $101908.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                              | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177809.54     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                                | MARRIOTT VACATIO                                             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     19601 | NS      | $1417348.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLE                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    185832 | NS      | $30868553.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                                                    | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    281500 | PA      | $258739.19     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    344000 | PA      | $320598.50     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222191.61     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505603.34     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                                                    | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390657 | PA      | $369812.90     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biglari Holdings Inc                                                             | BIGLARI HOLDIN-B                                             | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       300 | NS      | $87663.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K062 A2                                                 | CUSIP: 3137BUX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2370923.04    | 0.00%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Target Hospitality Corp                                                          | TARGET HOSPITALI                                             | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16505 | NS      | $117515.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                                                    | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1334011 | PA      | $1202768.01    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    360758 | NS      | $25877171.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3444                                                    | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    908483 | PA      | $882112.83     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 939540                                                    | CUSIP: 31413AHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8949 | PA      | $9612.31       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eastman Kodak Co                                                                 | EASTMAN KODAK CO                                             | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |     40262 | NS      | $227480.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                                             | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591614.17     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rogers Corp                                                                      | ROGERS CORP                                                  | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     11580 | NS      | $792998.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5                                           | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $412948.44     | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                                                    | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3975 | PA      | $4127.26       | 0.00%             | 2042-01-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4281                                                    | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9416364 | PA      | $7507529.24    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02495                                                    | CUSIP: 3128M4C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40255 | PA      | $42387.41      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1871                                                    | CUSIP: 3138A3CH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154532 | PA      | $149575.44     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $871721.39     | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH                                             | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175345.94     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                                               | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131548.32     | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483664.68     | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                                                    | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    476382 | PA      | $439446.08     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1281291.16    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08831                                                    | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2539554 | PA      | $2399992.10    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR                                        | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    350000 | PA      | $374811.33     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                                                 | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $801584.09     | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45460000 | PA      | $42210320.09   | 0.07%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                                                    | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513632 | PA      | $489983.02     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9777                                                    | CUSIP: 36179Y2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4360969 | PA      | $4176255.78    | 0.01%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                                              | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444865.37     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc                                                       | SPROUTS FARMERS                                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     59793 | NS      | $9844319.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW7396                                                    | CUSIP: 3138XXGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7711 | PA      | $7647.11       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $279612.98     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1713345.91    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614375.62     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                                                    | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13361989 | PA      | $11145637.42   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509716.64     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                                               | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $682467.46     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                                                    | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540063 | PA      | $511247.30     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                                                    | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2248805 | PA      | $1979147.38    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allient Inc                                                                      | ALLIENT INC                                                  | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      9444 | NS      | $342911.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14490                                                    | CUSIP: 3128PT7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21765 | PA      | $21669.68      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291076.91     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                                    | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468284.66     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532708.96     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775108.35     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                                                    | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169321 | PA      | $157660.02     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463046.18     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3784                                                      | CUSIP: 36202EFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3455 | PA      | $3433.03       | 0.00%             | 2035-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                                             | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $850382.36     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                                                | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95466.03      | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6906183.93    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Tyra Biosciences Inc                                                             | TYRA BIOSCIENCES                                             | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12400 | NS      | $118668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                                                   | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $314832.86     | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sachem Capital Corp                                                              | SACHEM CAPITAL C                                             | CUSIP: 78590A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $36000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                                              | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    262000 | PA      | $218417.65     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                                                    | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182160 | PA      | $184246.95     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                                             | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1609564.81    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                                                    | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60096 | PA      | $56706.78      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    611000 | PA      | $448690.09     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 566615                                                    | CUSIP: 31386LN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5644 | PA      | $5831.60       | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                                                    | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1547750 | PA      | $1326816.73    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 398477                                                    | CUSIP: 36205RUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       102 | PA      | $101.67        | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                                                    | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792456.38     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank OZK                                                                         | BANK OZK                                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     69711 | NS      | $3280599.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                                                    | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147232 | PA      | $149142.57     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125765.45     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $955280.60     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 A3                                              | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $89955.70      | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2028810.53    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kestra Medical Technologies In                                                   | KESTRA MEDICAL T                                             | CUSIP: G52441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11849 | NS      | $196456.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ginnie Mae II Pool                                                               | G2 MA4125                                                    | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    712351 | PA      | $618598.61     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9540                                                    | CUSIP: 36179YS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1838635 | PA      | $1808635.93    | 0.00%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    362000 | PA      | $373003.93     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                           | INTUITIVE SURGIC                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    217016 | NS      | $117928664.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                                                    | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112407 | PA      | $102203.04     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL                                          | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    375000 | PA      | $248697.19     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1180975.02    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431460.78     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $610785.01     | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J19197                                                    | CUSIP: 3128Q0GE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176516 | PA      | $174340.88     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                                                    | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1087381 | PA      | $1046327.25    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    906000 | PA      | $670120.20     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                                              | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50176.27      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Holdings Inc                                                      | RYAN SPECIALTY H                                             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64002 | NS      | $4351495.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408256.62     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $150767.65     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423825                                                    | CUSIP: 36206WYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $11.41         | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                                                    | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143395 | PA      | $141868.54     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    835000 | PA      | $680452.43     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WO                                             | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    168490 | NS      | $41659152.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    309000 | PA      | $307344.29     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2723                                                    | CUSIP: 3138WQAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1453141 | PA      | $1319747.13    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Innovative Industrial Properties Inc                                             | INNOVATIVE INDUS                                             | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     17780 | NS      | $981811.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                                                    | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2190679 | PA      | $2280709.53    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                                                    | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415130 | PA      | $385316.56     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                                                | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339670.03     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1828612.89    | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| LiveOne Inc                                                                      | LIVEONE INC                                                  | CUSIP: 53814X102<br>LEI: 5493004547XB11DZ6E32 | Long             | EC               | CORP              | US        |     73227 | NS      | $55279.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                                                    | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1638726 | PA      | $1529381.09    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607842.17     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628979.72     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                                                      | JBT MAREL CORP                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     31985 | NS      | $3846516.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08051                                                    | CUSIP: 3128MJBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73342 | PA      | $74254.81      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513047.06     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9244                                                    | CUSIP: 36179YHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    959242 | PA      | $994137.63     | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                                                    | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1603647 | PA      | $1285079.11    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                                                | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $563824.91     | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2450000 | PA      | $2336897.86    | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                                             | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1344121.38    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A4                                              | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101524.93     | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $754532.94     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2799542.58    | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168                                         | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    135000 | PA      | $124637.55     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3822732.72    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185984.74     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    775000 | PA      | $785280.96     | 0.00%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $405532.66     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $320681.78     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4773                                                    | CUSIP: 3132DSJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1939151 | PA      | $1767590.53    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496899.63     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256969.93     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1291147.27    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3418                                                    | CUSIP: 3140XJYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3543065 | PA      | $3524220.69    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                                            | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $471845.25     | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LanzaTech Global Inc                                                             | LANZATECH GLOBAL                                             | CUSIP: 51655R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96844 | NS      | $26264.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SB8509                                                    | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2634777 | PA      | $2424039.26    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    634000 | PA      | $490123.86     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                                                | BILL HOLDINGS IN                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     57069 | NS      | $2640011.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    469000 | PA      | $470015.59     | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                             | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    286000 | PA      | $239718.46     | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1388114.80    | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1450703.99    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343249.44     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                                                    | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2438351 | PA      | $2398566.69    | 0.00%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                                              | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    881461 | PA      | $781531.01     | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                                              | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $162081.09     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $865294.34     | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                                                    | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4389850 | PA      | $4414586.39    | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90222                                                    | CUSIP: 312938G72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17505 | PA      | $17373.72      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2150000 | PA      | $2164542.01    | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                                                    | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    125371 | PA      | $116311.29     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                       | DEXCOM                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |    238461 | NS      | $20815260.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                               | DOUGLAS EMMETT                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91606 | NS      | $1377754.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   5000000 | PA      | $5177235.67    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iRadimed Corp                                                                    | IRADIMED CORP                                                | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      5089 | NS      | $304271.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS                                            | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $189672.83     | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     31558 | NS      | $9820218.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497827.21     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749967.28     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K512 A2                                                 | CUSIP: 3137HBCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $307674.93     | 0.00%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279498.59     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| European Wax Center Inc                                                          | EUROPEAN WAX-A                                               | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20055 | NS      | $112909.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                                | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515941.28     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Exagen Inc                                                                       | EXAGEN INC                                                   | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |      8667 | NS      | $60495.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1522514.25    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                                                    | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98560 | PA      | $91103.09      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accel Entertainment Inc                                                          | ACCEL ENTERTAINM                                             | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34084 | NS      | $401168.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195806.68     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204458.45     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Flushing Financial Corp                                                          | FLUSHING FINL                                                | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20120 | NS      | $239025.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                              | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523819.71     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $347734.12     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8278                                                    | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224930 | PA      | $229902.85     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    682000 | PA      | $513639.66     | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1930198.04    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                                                    | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1914456 | PA      | $1605281.19    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A3                                              | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57772 | PA      | $57472.80      | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                                                    | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    676126 | PA      | $700458.10     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MSBAM 2016-C30 A5                                            | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $780144.24     | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| KinderCare Learning Cos Inc                                                      | KINDERCARE LEARN                                             | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14652 | NS      | $147985.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228277.23     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    550000 | PA      | $478189.57     | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN                                             | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    505000 | PA      | $449144.40     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                                                    | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224113 | PA      | $205432.10     | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA                                             | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280412 | PA      | $263934.57     | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $242541.93     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A3                                              | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       693 | PA      | $692.00        | 0.00%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    128995 | NS      | $8302118.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                                                    | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129896 | PA      | $124654.92     | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2349231.14    | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Bancorp Inc/The                                                            | FIRST BANCORP/ME                                             | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7333 | NS      | $186331.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                                                          | NWPX INFRASTRUCT                                             | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      5459 | NS      | $223873.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    397365 | NS      | $14599190.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                                                    | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1485342 | PA      | $1525143.41    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49472.73      | 0.00%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1388311.25    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $683352.13     | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    775000 | PA      | $773724.67     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                                                  | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2270000 | PA      | $2530471.15    | 0.00%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                                              | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339605.61     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640950.37     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                                                    | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2520 | PA      | $2581.48       | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754252.73     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305674.01     | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                                                    | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426512.98     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP                                             | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    750000 | PA      | $491465.35     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                                                    | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    779492 | PA      | $710627.99     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                                                    | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127625 | PA      | $123846.56     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    610000 | PA      | $654366.03     | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181                                        | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1329717.67    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Trevi Therapeutics Inc                                                           | TREVI THERAPEUTI                                             | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60329 | NS      | $329999.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2124042.95    | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0013                                                    | CUSIP: 3142J6AP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4599602 | PA      | $4600290.85    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                                              | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472120.55     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | FIRST HORIZON                                                | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347898.86     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A3                                               | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141161 | PA      | $141223.82     | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                                                    | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1684389 | PA      | $1614840.96    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                                                    | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    844620 | PA      | $817072.30     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elme Communities                                                                 | ELME COMMUNITIES                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     52814 | NS      | $839742.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SailPoint Inc                                                                    | SAILPOINT INC                                                | CUSIP: 78781J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33987 | NS      | $776942.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc                                                 | SCHOICEONE FINL                                              | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4770 | NS      | $136899.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721072.06     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $978101.93     | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                              | JPMBB 2015-C27 A4                                            | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5213 | PA      | $5031.64       | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                                          | COPT DEFENSE PRO                                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     68410 | NS      | $1886747.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                                             | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    180000 | PA      | $200924.78     | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508477.16     | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    900000 | PA      | $850032.35     | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823623.55     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8044                                                    | CUSIP: 3132DV5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1653589 | PA      | $1449620.01    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | PA      | $197425.94     | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hovnanian Enterprises Inc                                                        | HOVNANIAN ENT-A                                              | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      4777 | NS      | $499435.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $991768.22     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    225000 | PA      | $251963.79     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3041430.50    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $695560.40     | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                                                    | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375848 | PA      | $355278.91     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                                                   | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234353.47     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $564249.57     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298587.68     | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                                              | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $344150.80     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34003500 | PA      | $30770510.81   | 0.05%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                  | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316957.43     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4217688.65    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08186                                                    | CUSIP: 3128MJF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5651 | PA      | $5851.92       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                                                    | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $120.14        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    850000 | PA      | $847174.85     | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1627545.04    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                                                   | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     31284 | NS      | $2346300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                                                  | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528882.68    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                                                    | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6107511 | PA      | $6119023.72    | 0.01%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                                                    | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524763 | PA      | $460197.60     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                                                    | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21177 | PA      | $21977.30      | 0.00%             | 2042-10-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782665                                                    | CUSIP: 36241K6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    197982 | PA      | $200131.06     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505535.88     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                                                    | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    974131 | PA      | $899632.75     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460440.41     | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410227.31     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58512000 | PA      | $53385342.98   | 0.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cytokinetics Inc                                                                 | CYTOKINETICS INC                                             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     72515 | NS      | $2395895.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                                                    | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352206 | PA      | $320620.78     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1063574.95    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                                                    | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639188 | PA      | $598390.90     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96546                                                    | CUSIP: 312945HX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210086 | PA      | $203242.13     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weis Markets Inc                                                                 | WEIS MARKETS INC                                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10408 | NS      | $754475.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINL                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     70849 | NS      | $17218432.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1320621.64    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | ENEL AMERICAS SA                                             | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    700000 | PA      | $695097.50     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8318                                                    | CUSIP: 3132DWG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214023 | PA      | $221916.25     | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                                                    | BANDWIDTH INC-A                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     15236 | NS      | $242252.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                                                    | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2452772 | PA      | $2038265.80    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                                               | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $640522.32     | 0.00%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    242319 | NS      | $37789648.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 405579                                                    | CUSIP: 36206AQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        12 | PA      | $12.00         | 0.00%             | 2026-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                                              | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $709383.01     | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    850000 | PA      | $628531.01     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                                                    | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1377845 | PA      | $1161788.88    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4                                             | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244697.13     | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491941.60     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                                                    | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363863 | PA      | $334286.44     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3031268.03    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                                              | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1450000 | PA      | $1539893.76    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344012.09     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   6200000 | PA      | $6247968.41    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Beyond Inc                                                                       | BEYOND INC                                                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     28771 | NS      | $197944.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                                                    | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3206168 | PA      | $2562242.12    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                                  | MURPHY OIL CORP                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     84970 | NS      | $1911825.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931444.46     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486285.75     | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7527                                                    | CUSIP: 3140QFLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3827101 | PA      | $3177948.33    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856890.89     | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125801.51    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1941                                                    | CUSIP: 3132DPEN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604007 | PA      | $509105.84     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6171000 | PA      | $3815038.12    | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1058721.66    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513705.72     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Arq Inc                                                                          | ARQ INC                                                      | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |     17280 | NS      | $92793.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                                           | TILE SHOP HLDGS                                              | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     12370 | NS      | $78673.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                                                                   | PACS GROUP INC                                               | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25218 | NS      | $325816.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10928000 | PA      | $8954130.00    | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A4                                               | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100262.07     | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                                                    | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227585 | PA      | $220481.31     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786826                                                    | CUSIP: 3622ACPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1760055 | PA      | $1779873.53    | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    473000 | PA      | $460199.42     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    504000 | PA      | $371717.12     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Weatherford International PLC                                                    | WEATHERFORD INTE                                             | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     44621 | NS      | $2244882.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                                             | JBG SMITH PROPER                                             | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40946 | NS      | $708365.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                                                    | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8328792 | PA      | $8572709.40    | 0.01%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247619.22     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                                                    | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1157314 | PA      | $1024155.43    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341584.32     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Climb Bio Inc                                                                    | CLIMB BIO INC                                                | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25309 | NS      | $31383.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786681                                                    | CUSIP: 3622ACJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    601256 | PA      | $605208.02     | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    165000 | PA      | $170144.70     | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2796914.72    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $411532.50     | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497254.78     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATIONA                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    158380 | NS      | $8878782.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                                                      | IOVANCE BIOTHERA                                             | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |    168900 | NS      | $290508.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2295000 | PA      | $2300424.00    | 0.00%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    598000 | PA      | $587719.92     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW9916                                                    | CUSIP: 3140N3AS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116594 | PA      | $114819.18     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $630914.62     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES                                             | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892160.59     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Groupon Inc                                                                      | GROUPON INC                                                  | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     13144 | NS      | $439666.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2079286.48    | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                                                          | ENERPAC TOOL GRO                                             | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     34496 | NS      | $1399157.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0836                                                    | CUSIP: 3138EG4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172867 | PA      | $182150.48     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382148.05     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $791113.20     | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1133000 | PA      | $1162413.33    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                                                    | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27406 | PA      | $28450.88      | 0.00%             | 2041-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                                                    | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208676 | PA      | $196237.50     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 A3                                             | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $335315.89     | 0.00%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                                             | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143206.06     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                                                    | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370732 | PA      | $344663.19     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430578.51     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    650000 | PA      | $625675.87     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     72062 | NS      | $4516125.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $380933.94     | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                                                    | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42160 | PA      | $43324.98      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $310897.64     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                                                    | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42426 | PA      | $42855.21      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                                                    | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174579 | PA      | $176475.79     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04488                                                    | CUSIP: 3128M6J90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1187 | PA      | $1202.43       | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                          | ENERSYS                                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     24734 | NS      | $2121435.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $388097.02     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $524775.75     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NextNav Inc                                                                      | NEXTNAV INC                                                  | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42111 | NS      | $640087.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                                            | MID-AMERICA APAR                                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     70636 | NS      | $10454834.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                                                | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $172334.00     | 0.00%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acumen Pharmaceuticals Inc                                                       | ACUMEN PHARMACEU                                             | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26300 | NS      | $30508.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                                   | DUTCH BROS INC-A                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73014 | NS      | $4991967.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                                                    | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    672660 | PA      | $641394.79     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27857000 | PA      | $27822178.75   | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                   | WFCM 2016-C37 A5                                             | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $320443.11     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A3                                              | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120212.54     | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2021-1                                       | VALET 2021-1 A4                                              | CUSIP: 92868KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68172 | PA      | $68026.37      | 0.00%             | 2028-10-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP                                             | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    525000 | PA      | $440939.11     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                                                    | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321917 | PA      | $288700.90     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Middlefield Banc Corp                                                            | MIDDLEFIELD BANC                                             | CUSIP: 596304204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5094 | NS      | $153380.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                                               | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    710000 | PA      | $720367.64     | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735676                                                    | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263045 | PA      | $265866.64     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                                             | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486495.05     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    975000 | PA      | $831647.40     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3227000 | PA      | $2584421.44    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                                              | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    465000 | PA      | $529193.66     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8389                                                    | CUSIP: 3132DWKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1129860 | PA      | $1205263.70    | 0.00%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                                              | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1372808.17    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pulmonx Corp                                                                     | PULMONX CORP                                                 | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     21458 | NS      | $55576.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                                                    | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    932630 | PA      | $881580.20     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                                                    | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    276837 | PA      | $253587.78     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2277150.05    | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549671.32     | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS                                            | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $150094.86     | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 415027                                                    | CUSIP: 36206MA49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        32 | PA      | $32.06         | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                                                    | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70573 | PA      | $69905.64      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                            | MONSTER BEVERAGE                                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    413945 | NS      | $25929514.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $443548.60     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156461.04     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medallion Financial Corp                                                         | MEDALLION FINL                                               | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      7764 | NS      | $73990.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371001.89     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $328378.51     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49219000 | PA      | $49697731.56   | 0.09%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                                                 | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1094094.38    | 0.00%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45188000 | PA      | $45592220.67   | 0.08%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                                 | PRESTIGE CONSUME                                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30574 | NS      | $2441333.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1275000 | PA      | $1289340.46    | 0.00%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895562.88     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                                               | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75587.45      | 0.00%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869821.85     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7553                                                    | CUSIP: 3138MBMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786827 | PA      | $717270.14     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                                                    | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1246327 | PA      | $1062730.98    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $2844973.52    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269458.15    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1534000 | PA      | $1243329.08    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                                                    | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    339260 | PA      | $315851.78     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06881                                                    | CUSIP: 3128M86S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13469 | PA      | $12683.01      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257237                                                    | CUSIP: 31371NV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       461 | PA      | $459.25        | 0.00%             | 2028-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flywire Corp                                                                     | FLYWIRE CORP-VOT                                             | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     71354 | NS      | $834841.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                                                  | TRIPADVISOR INC                                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     67679 | NS      | $883210.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                                                  | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704902.62     | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1259408.78    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0529                                                    | CUSIP: 3132ACSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2064947 | PA      | $1848954.95    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bassett Furniture Industries Inc                                                 | BASSETT FURN                                                 | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $88160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307978.16     | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Senseonics Holdings Inc                                                          | SENSEONICS HLDGS                                             | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |    396616 | NS      | $188947.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429838.12     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                                                    | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6502 | PA      | $6772.84       | 0.00%             | 2040-09-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                                             | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $997377.41     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362326.25     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    114581 | NS      | $15743429.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3957                                                    | CUSIP: 3138WDMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27359 | PA      | $26182.04      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $342689.20     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $379820.79     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                                               | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $251771.63     | 0.00%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758988.76     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Spirit MTA REIT                                                                  | SPIRIT MTA REIT RTS                                          | CUSIP: N/A<br>LEI: 5493001XMVHW4G48PP41       | Long             | EC               | CORP              | US        |     44200 | NS      | $3978.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Savers Value Village Inc                                                         | SAVERS VALUE VIL                                             | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23845 | NS      | $243219.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                                         | MOOG INC-CLASS A                                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     16746 | NS      | $3030523.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D65771                                                    | CUSIP: 3128F5MU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.26         | 0.00%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $523980.54     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83580                                                    | CUSIP: 3129296R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10534 | PA      | $11118.31      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| nLight Inc                                                                       | NLIGHT INC                                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32121 | NS      | $632141.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                                                    | HCI GROUP INC                                                | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      6265 | NS      | $953533.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                                                      | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80014 | PA      | $79280.07      | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93996                                                    | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256404 | PA      | $254256.10     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5                                            | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $815538.98     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $395468.30     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                                                    | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195574 | PA      | $188927.07     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A4                                              | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150593.93     | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A4                                              | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50061.54      | 0.00%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150358.75     | 0.00%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54024                                                    | CUSIP: 3128KGPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98133 | PA      | $103278.93     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS                                            | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144562.97     | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                                                       | FLUOR CORP                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     99244 | NS      | $5088239.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2169960.19    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                                                    | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354487 | PA      | $316470.22     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874113.36     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $518954.76     | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4661                                                    | CUSIP: 3140X8FB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    553797 | PA      | $520714.75     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $733447.05     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $968667.47     | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                                              | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $291024.56     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Perma-Pipe International Holdings Inc                                            | PERMA-PIPE INTER                                             | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      7151 | NS      | $163543.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8453                                                    | CUSIP: 3140XQMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2051966 | PA      | $2066059.84    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Inc                                                                     | WINGSTOP INC                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     16830 | NS      | $5667334.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                                                    | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    806008 | PA      | $773860.21     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    374000 | PA      | $225779.62     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                                              | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    318000 | PA      | $329067.67     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    810000 | PA      | $875945.15     | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $736961.82     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TruBridge Inc                                                                    | TRUBRIDGE INC                                                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      9434 | NS      | $220944.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC                                             | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263005.42     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553503                                                    | CUSIP: 36213F3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36544 | PA      | $37710.52      | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $590585.86     | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $475620.55     | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                                               | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    815000 | PA      | $765013.28     | 0.00%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $612634.92     | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100710.56     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                                                    | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25172 | PA      | $25366.57      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122382.97     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    816000 | PA      | $659220.73     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1613694.65    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS                                             | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    950000 | PA      | $936807.29     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    825000 | PA      | $805782.07     | 0.00%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Guess? Inc                                                                       | GUESS? INC                                                   | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     39349 | NS      | $475729.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502625.73     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1820296.54    | 0.00%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    419000 | PA      | $400386.34     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 637091                                                    | CUSIP: 31389VXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8111 | PA      | $8686.09       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                                 | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $256930.56     | 0.00%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758820.79     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alector Inc                                                                      | ALECTOR INC                                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     52271 | NS      | $73179.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $708230.28     | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATH-B                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    985958 | NS      | $478948817.66  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589781.39     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                                                 | UNDER ARMO-C                                                 | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     47959 | NS      | $311253.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324245.90     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1389827.68    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5127122.88    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                                                    | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637942 | PA      | $602313.36     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                                                    | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    995387 | PA      | $947876.55     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1054158.13    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $496329.32     | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     19384 | NS      | $11111684.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    630000 | PA      | $495881.31     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                                                    | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410403.22     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allbirds Inc                                                                     | ALLBIRDS INC-A                                               | CUSIP: 01675A208<br>LEI: 5299005VZ0KFXF1GL494 | Long             | EC               | CORP              | US        |      4333 | NS      | $46059.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1512466.24    | 0.00%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Celularity Inc                                                                   | CELULARITY INC-A                                             | CUSIP: 151190204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5470 | NS      | $10721.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1224908.38    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blend Labs Inc                                                                   | BLEND LABS INC-A                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130700 | NS      | $431310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4154                                                    | CUSIP: 3140XKTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1542889 | PA      | $1599788.83    | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                                                    | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2563624 | PA      | $2499626.28    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN IN                                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |   1144116 | NS      | $33637010.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                                           | POWER INTEGRATIO                                             | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     35412 | NS      | $1979530.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                                                                 | GENIE ENERGY-B                                               | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     13020 | NS      | $349977.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2                                             | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115803 | PA      | $106748.96     | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6572                                                    | CUSIP: 3140XNJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1613980 | PA      | $1680310.50    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                                                    | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1551397 | PA      | $1583756.84    | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                                                    | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142219 | PA      | $136288.92     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514254                                                    | CUSIP: 36211JH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       708 | PA      | $726.65        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                                                    | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132718 | PA      | $135869.34     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Hawaiian Inc                                                               | FIRST HAWAIIA                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     78619 | NS      | $1962330.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $863064.49     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVRx Inc                                                                         | CVRX INC                                                     | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13772 | NS      | $80979.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS                                           | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $315145.17     | 0.00%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566839.22     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K542 A2                                                 | CUSIP: 3137HLY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1650000 | PA      | $1665234.12    | 0.00%             | 2030-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5319000 | PA      | $5606773.59    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL                                         | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $281547.98     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $616331.84     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                                              | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $404569.48     | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BlackSky Technology Inc                                                          | BLACKSKY TECHNOL                                             | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16466 | NS      | $338870.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818094.03     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   4602000 | PA      | $4588909.95    | 0.01%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    850000 | PA      | $718362.89     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5222                                                    | CUSIP: 3140X8YU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604278 | PA      | $479705.01     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                                                    | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1245778 | PA      | $1310018.01    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $208776.80     | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $870704.97     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2925000 | PA      | $2950999.34    | 0.01%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lazard Inc                                                                       | LAZARD INC                                                   | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     70317 | NS      | $3373809.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                                                             | LIMBACH HOLDINGS                                             | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |      7769 | NS      | $1088436.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                                                        | JOHN MARSHALL BA                                             | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $185300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511833.39     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                                                    | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    610493 | PA      | $550604.61     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 AS                                              | CUSIP: 09660SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $635043.84     | 0.00%             | 2057-05-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                                                    | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1396660.62    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMH Properties Inc                                                               | UMH PROPERTIES I                                             | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     44503 | NS      | $747205.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                                                    | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272975 | PA      | $249421.05     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS                                             | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $428932.06     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567575.79     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $816699.11     | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Silvercrest Asset Management Group Inc                                           | SILVERCREST AS-A                                             | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4379 | NS      | $69450.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8526                                                    | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2813908 | PA      | $2904930.49    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                                                  | SANDISK CORP                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79856 | NS      | $3621469.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                                         | CULLEN/FROST                                                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     36064 | NS      | $4635666.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2001                                                    | CUSIP: 3140J6GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1215397 | PA      | $1121161.71    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $495420.47     | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                                               | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    720057 | PA      | $701224.47     | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL GR                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     56159 | NS      | $2166614.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                                                    | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3767499 | PA      | $3149648.77    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BGSF Inc                                                                         | BGSF INC                                                     | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |      9700 | NS      | $61789.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5                                           | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $913475.16     | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNIC                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   2294574 | NS      | $99286216.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    442000 | PA      | $440400.48     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                                                    | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217530 | PA      | $210944.18     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                                       | APPLE HOSPITALIT                                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    130804 | NS      | $1526482.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03550                                                    | CUSIP: 3128M5H37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2341 | PA      | $2469.13       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    411000 | PA      | $418059.32     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    950000 | PA      | $968168.92     | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                                               | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $635154.52     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1276000 | PA      | $1292737.37    | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $386220.90     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479524.80    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5                                           | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253675.08     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    364000 | PA      | $351015.28     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                                                    | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    556718 | PA      | $497585.72     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                                                    | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181233 | PA      | $181004.97     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                                                    | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66307 | PA      | $66309.13      | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR                                             | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $751138.56     | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                            | BURLINGTON STORE                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     38485 | NS      | $8953150.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2750000 | PA      | $2780863.87    | 0.00%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $97408.31      | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1026838.42    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                                             | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398544.63     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1787                                                    | CUSIP: 3142GR6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1940472 | PA      | $2027648.43    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833291.05     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782562                                                    | CUSIP: 36241KZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    325632 | PA      | $329169.58     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Beverage Corp                                                           | NATL BEVERAGE                                                | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     15304 | NS      | $661744.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                                                      | ROOT INC/OH-A                                                | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5218 | NS      | $667747.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                                                | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392340.78     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                                                    | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723985 | PA      | $725711.19     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                                                    | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52656 | PA      | $54785.87      | 0.00%             | 2042-08-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 7/25                                                | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12200000 | PA      | $10114080.60   | 0.02%             | 2025-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Seritage Growth Properties                                                       | SERITAGE GROWT-A                                             | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |     31500 | NS      | $97020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                                                    | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1081838 | PA      | $997000.10     | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A4 A                                              | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1076593.69    | 0.00%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1423000 | PA      | $1208026.04    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Simply Good Foods Co/The                                                         | SIMPLY GOOD FOOD                                             | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55780 | NS      | $1762090.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    943142 | NS      | $171774452.46  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                                             | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $535463.77     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                                             | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $963078.84     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4094000 | PA      | $4184556.44    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245713.69     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263843.55     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1538194.17    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Stratus Properties Inc                                                           | STRATUS PROP                                                 | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      3856 | NS      | $72801.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                                               | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469014.42     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Daktronics Inc                                                                   | DAKTRONICS INC                                               | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     25715 | NS      | $388810.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1140027.76    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780798                                                    | CUSIP: 36225A3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       673 | PA      | $682.48        | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                                                    | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9965717 | PA      | $8699082.30    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    598000 | PA      | $382398.95     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Box Inc                                                                          | BOX INC- CLASS A                                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     81952 | NS      | $2800299.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $786309.16     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1296869.63    | 0.00%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     56198 | NS      | $9890848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                                    | LINCOLN ELECTRIC                                             | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     33703 | NS      | $6987305.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                                              | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763697.93     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                                                    | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176235 | PA      | $166550.26     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1037143.74    | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $2729980.60    | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394868.74     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                                                    | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1496119 | PA      | $1393690.51    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                                                    | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261086 | PA      | $264458.29     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co                                                     | PORTLAND GENERAL                                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     66171 | NS      | $2688527.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                                                    | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2455333 | PA      | $2455316.61    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                                              | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $618010.99     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Yext Inc                                                                         | YEXT INC                                                     | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     67569 | NS      | $574336.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                                                    | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995397 | PA      | $1915029.89    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $916240.72     | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46474.05      | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929185                                                    | CUSIP: 31412MJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95801 | PA      | $98821.58      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    625000 | PA      | $640677.22     | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    142028 | NS      | $3954059.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG                                        | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $882496.90     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                                                | REDWOOD TRUST                                                | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     79346 | NS      | $468934.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2187452.96    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $508309.95     | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1694728.26    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECB Bancorp Inc/MD                                                               | ECB BANCORP INC                                              | CUSIP: 26828M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6780 | NS      | $104683.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250387.27     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3523697.38    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                                                 | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $491546.05     | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1557191.17    | 0.00%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $715319.95     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1997961.01    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                                                    | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6916206 | PA      | $5205813.88    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    303244 | NS      | $2304654.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                                                   | PETCO HEALTH AND                                             | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     36284 | NS      | $102683.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3250000 | PA      | $3256403.57    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698089                                                    | CUSIP: 36296QRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    333647 | PA      | $323647.15     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A4                                              | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50638.67      | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                    | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $306881.79     | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Matthews International Corp                                                      | MATTHEWS INTL-A                                              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     19642 | NS      | $469640.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5252                                                    | CUSIP: 3132DSZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2001536 | PA      | $2002773.40    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                                               | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503000 | PA      | $484137.35     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                                             | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257041.92     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30061000 | PA      | $31553481.75   | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306209.51     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                                                 | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $439287.50     | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    954000 | PA      | $1027715.43    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389556.95     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643996.75     | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8654524.76    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    173277 | NS      | $20448418.77   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931384.94     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35727000 | PA      | $35879118.78   | 0.06%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pennant Group Inc/The                                                            | PENNANT GROUP-WI                                             | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     19513 | NS      | $582463.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALT5 Sigma Corp                                                                  | ALT5 SIGMA CORP                                              | CUSIP: 47089W104<br>LEI: 549300FLMHTQ5MK4YD23 | Long             | EC               | CORP              | US        |     19503 | NS      | $141299.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                                                    | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402049 | PA      | $387917.40     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                                                    | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117891 | PA      | $111784.96     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5083                                                      | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    255938 | PA      | $259320.72     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                                               | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $214936.42     | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                          | BOOZ ALLEN & HAM                                             | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563886.82     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5017                                                    | CUSIP: 3140X8SF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1333625 | PA      | $1121168.70    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Luminar Technologies Inc                                                         | LUMINAR TECHNOLO                                             | CUSIP: 550424303<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     10999 | NS      | $31567.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861364.74     | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                                                    | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5414484 | PA      | $4072086.49    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                                                 | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $609634.35     | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114217.74     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    575000 | PA      | $586850.32     | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                                               | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    549568 | NS      | $149861697.92  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805890.24     | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                                                   | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $235211.74     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                                                    | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607812 | PA      | $601702.66     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370227.52     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| York Water Co/The                                                                | YORK WATER CO                                                | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6531 | NS      | $206379.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                                                    | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168773 | PA      | $164435.13     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41329000 | PA      | $41044863.13   | 0.07%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                                                    | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1927442 | PA      | $1464635.19    | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   2105000 | PA      | $1957178.63    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equity Bancshares Inc                                                            | EQUITY BANCSHA-A                                             | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     10342 | NS      | $421953.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $812737.20     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Foghorn Therapeutics Inc                                                         | FOGHORN THERAPEU                                             | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14601 | NS      | $68624.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FED REALTY INVS                                              | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |     51210 | NS      | $4864437.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514707.15     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                                                    | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4812 | PA      | $5060.44       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22739000 | PA      | $17511694.78   | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395412.45     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    542000 | PA      | $490923.69     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A4                                              | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151156.07     | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1180906.34    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    612000 | PA      | $627566.38     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    725000 | PA      | $573690.99     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204057.89     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                                            | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $225353.13     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1148241.15    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $4811992.46    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773108.41     | 0.00%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1497671.02    | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    920000 | PA      | $667785.19     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462363                                                    | CUSIP: 36208VTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       660 | PA      | $666.51        | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                                                    | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6126720 | PA      | $5213635.91    | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPI Card Group Inc                                                               | CPI CARD GROUP I                                             | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |      3680 | NS      | $87289.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    397000 | PA      | $420558.92     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1822453.41    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                                                       | HOWARD HUGHES HO                                             | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18144 | NS      | $1224720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00713                                                    | CUSIP: 31292GYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       553 | PA      | $559.51        | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                                               | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1200000 | PA      | $1197800.12    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9377                                                    | CUSIP: 3140LYM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1399131 | PA      | $1119004.59    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OceanFirst Financial Corp                                                        | OCEANFIRST FINL                                              | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34312 | NS      | $604234.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416085.18     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251409                                                    | CUSIP: 31371GGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $107.75        | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2868766.03    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80408                                                    | CUSIP: 31335GNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1260 | PA      | $1269.13       | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856525.73     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829398                                                    | CUSIP: 31407FNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3403 | PA      | $3516.43       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransMedics Group Inc                                                            | TRANSMEDICS GROU                                             | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     19459 | NS      | $2607700.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                                       | STANDEX INTL CO                                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      7877 | NS      | $1232592.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                                                    | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2979154 | PA      | $2754504.49    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    950000 | PA      | $946376.71     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                                                            | LIVERAMP HOLDING                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     37462 | NS      | $1237744.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107470.42     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510290.22     | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     46597 | NS      | $2128084.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                                                      | LINEAGE INC                                                  | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41244 | NS      | $1794938.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5                                            | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $470046.23     | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                                             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310469.59     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325488.20     | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                              | XEROX HOLDINGS C                                             | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     66559 | NS      | $350765.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                                                      | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    829563 | PA      | $800650.81     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572977.90     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427244.77     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    885000 | PA      | $1055399.68    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                                                    | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2165811 | PA      | $1734891.35    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                                                     | EYEPOINT PHARMAC                                             | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |     40182 | NS      | $378112.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                                                    | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8190560 | PA      | $6514856.61    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS INC                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     48021 | NS      | $2026005.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                                               | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $487477.45     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961844.67     | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                                                    | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176143 | PA      | $169572.17     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                                                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877967.91     | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58420                                                    | CUSIP: 3128KMK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11827 | PA      | $12242.80      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                                              | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253419.80     | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                                                    | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101891 | PA      | $99891.13      | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | COMMERCIAL METAL                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     70154 | NS      | $3431232.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7389                                                    | CUSIP: 3138W5F78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86030 | PA      | $78068.40      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449058.82     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                                                    | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186161 | PA      | $182158.88     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2320937.93    | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Arcellx Inc                                                                      | ARCELLX INC                                                  | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34649 | NS      | $2281636.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    449000 | PA      | $443825.87     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0043                                                    | CUSIP: 3140XTBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2494311 | PA      | $1993354.83    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                               | SUNCOKE ENERGY I                                             | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     49192 | NS      | $422559.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                                                    | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2452560 | PA      | $2065680.84    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    675000 | PA      | $658582.89     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FONAR Corp                                                                       | FONAR CORP                                                   | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5825 | NS      | $87142.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59930000 | PA      | $33663804.69   | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    550000 | PA      | $453584.22     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                                              | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    950000 | PA      | $935858.84     | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Armada Hoffler Properties Inc                                                    | ARMADA HOFFLER P                                             | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     48374 | NS      | $332329.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                                        | PARK H&R INC                                                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    103734 | NS      | $1061198.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                                                    | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153368 | PA      | $150494.97     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A2 A                                              | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $814516.80     | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50979000 | PA      | $49176812.82   | 0.08%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                                                    | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6010743 | PA      | $4524273.84    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1535363.42    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    198120 | NS      | $3906926.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510508.51     | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537565.22     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247306.88     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORIC Pharmaceuticals Inc                                                         | ORIC PHARMACEUTI                                             | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     34993 | NS      | $355178.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc                                                                 | UPSTREAM BIO INC                                             | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30678 | NS      | $336844.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $86718.06      | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $916401.43     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    555000 | PA      | $529567.78     | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Southern Bancorp Inc                                                       | GREAT SOUTHN BAN                                             | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      5479 | NS      | $322055.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                                                   | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $536878.34     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                                                    | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281746 | PA      | $259724.73     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299684.41     | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    675000 | PA      | $557369.41     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $615911.79     | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4990                                                    | CUSIP: 31418ERL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1056463 | PA      | $1053217.32    | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1591099.40    | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    325000 | PA      | $362517.75     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                                | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426778.59     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   1750000 | PA      | $1727779.59    | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502527.77     | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                                                    | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307583 | PA      | $301154.46     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $576784.73     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                                              | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371197.46     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERXU0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $199723.60     | 0.00%             | 2026-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5142                                                    | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3906238 | PA      | $3287607.82    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                                                 | WEST PHARMACEUT                                              | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     43776 | NS      | $9578188.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 7/25                                                | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4650000 | PA      | $4448971.20    | 0.01%             | 2025-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $867988.87     | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| E2open Parent Holdings Inc                                                       | E2OPEN PARENT HO                                             | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153217 | NS      | $494890.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608725.34     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585780.06     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437028.14     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp                                                       | SENSIENT TECHNOL                                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     26094 | NS      | $2570780.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4                                             | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69825 | PA      | $68709.86      | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                                                  | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    688000 | PA      | $678617.88     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A4                                              | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101066.74     | 0.00%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8004                                                    | CUSIP: 3140XB3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1932751 | PA      | $1902018.54    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0647                                                    | CUSIP: 3140H1WH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621766 | PA      | $569671.31     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                                                                     | ALKERMES PLC                                                 | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99349 | NS      | $2842374.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38737000 | PA      | $28158469.94   | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266234.48     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                                                    | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619723 | PA      | $523708.05     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786927                                                    | CUSIP: 3622ACSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    829039 | PA      | $848885.85     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                                                    | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41670 | PA      | $42199.42      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1048421.24    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intuitive Machines Inc                                                           | INTUITIVE MACHIN                                             | CUSIP: 46125A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51265 | NS      | $557250.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                                    | PINTEREST INC -A                                             | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    342654 | NS      | $12287572.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                                                    | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236104 | PA      | $236323.70     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Otter Tail Corp                                                                  | OTTER TAIL CORP                                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25555 | NS      | $1970034.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                                                    | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    939685 | PA      | $841387.94     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                                                    | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4278664 | PA      | $3589018.57    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    803000 | PA      | $610918.34     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                                                    | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2226483 | PA      | $2101425.83    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1526286.52    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Build-A-Bear Workshop Inc                                                        | BUILD-A-BEAR WOR                                             | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      8127 | NS      | $419028.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96354                                                    | CUSIP: 312945BX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75493 | PA      | $73165.56      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1526397.97    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    341000 | PA      | $302648.59     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA1522                                                    | CUSIP: 3140A1VQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233091 | PA      | $237326.26     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coreweave Inc                                                                    | COREWEAVE I-CL A                                             | CUSIP: 21873S108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20964 | NS      | $3418389.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A4                                              | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60681.64      | 0.00%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2050000 | PA      | $1809060.18    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                                              | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394819.36     | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506460.53     | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                                                    | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17388 | PA      | $17267.41      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A3                                              | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56578 | PA      | $56675.87      | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1025312.75    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5057                                                    | CUSIP: 3140XLTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243074 | PA      | $227034.23     | 0.00%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                                                    | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195936 | PA      | $188170.66     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5                                           | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $992747.82     | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5775                                                    | CUSIP: 3132DTMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2565915 | PA      | $2643491.19    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                                                    | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5028 | PA      | $5220.80       | 0.00%             | 2040-10-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc                                                 | BRIGHTSPRING HEA                                             | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58352 | NS      | $1376523.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                                                 | GOSSAMER BIO INC                                             | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    138469 | NS      | $170316.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $371384.73     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IonQ Inc                                                                         | IONQ INC                                                     | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128026 | NS      | $5501277.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cidara Therapeutics Inc                                                          | CIDARA THERAPEUT                                             | CUSIP: 171757206<br>LEI: 549300IHQ9Z7RI1X2D22 | Long             | EC               | CORP              | US        |     11401 | NS      | $555342.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42410000 | PA      | $42989824.01   | 0.07%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1609327.44    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                                                    | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    391112 | PA      | $378064.14     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1090000 | PA      | $1121838.89    | 0.00%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475041.67     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14985600 | PA      | $15918102.34   | 0.03%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A C                                               | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $177506.07     | 0.00%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $709063.42     | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3903                                                    | CUSIP: 3140XKKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786709 | PA      | $795308.41     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4877                                                      | CUSIP: 36202FM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3407 | PA      | $3391.73       | 0.00%             | 2025-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422063.42     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4                                             | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $389826.48     | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3028557.97    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                                                    | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18776 | PA      | $19746.81      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1422126.21    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| iRobot Corp                                                                      | IROBOT CORP                                                  | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     17796 | NS      | $55701.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $587515.67     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                                              | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1076525.33    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4207                                                    | CUSIP: 31418DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165878 | PA      | $155710.05     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1799584.32    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18762.27      | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176603.08     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472276.50     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403184.07     | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                                               | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507954.49     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482025.64     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                       | TRANSUNION                                                   | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    118029 | NS      | $10386552.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350669.72     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gladstone Land Corp                                                              | GLADSTONE LAND C                                             | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     21191 | NS      | $215512.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8008                                                    | CUSIP: 3140XP3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2425233 | PA      | $2431280.40    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1212740.82    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    470000 | PA      | $341208.80     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9582                                                    | CUSIP: 3133KRUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309696 | PA      | $320463.38     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660879.54     | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    425000 | PA      | $285151.13     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                                                    | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3411196 | PA      | $3183796.81    | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sight Sciences Inc                                                               | SIGHT SCIENCES I                                             | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17683 | NS      | $73030.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1862271.21    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG                                             | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $225956.45     | 0.00%             | 2043-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04587                                                    | CUSIP: 3128M6NC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63937 | PA      | $66195.43      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     75878 | NS      | $55601880.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121750.75     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15459                                                    | CUSIP: 31296QB41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94002 | PA      | $95081.64      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181845.77     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    356414 | NS      | $27875138.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    692000 | PA      | $674699.45     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                                                    | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111085 | PA      | $106915.11     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897133.62     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $462031.05     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                                                    | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22347 | PA      | $23504.57      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1309421.04    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $659437.33     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                                                | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1100000 | PA      | $1145601.14    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    141791 | NS      | $65669083.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1259000 | PA      | $1128646.27    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735228                                                    | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43583 | PA      | $44941.37      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122677.01     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521824.99     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GROUP IN                                             | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     73257 | NS      | $12356990.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                                           | LAUREATE EDUCATI                                             | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     78025 | NS      | $1824224.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY                                             | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $630842.98     | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    985000 | PA      | $581499.56     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                                                    | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11728 | PA      | $12146.82      | 0.00%             | 2040-12-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 503767                                                    | CUSIP: 36210VTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2727 | PA      | $2799.82       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                                                 | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1407949.80    | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                                                   | NETSTREIT CORP                                               | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     51369 | NS      | $869677.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                                                    | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208657 | PA      | $182788.78     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200506.12     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FARO Technologies Inc                                                            | FARO TECH                                                    | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     10474 | NS      | $460018.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                                        | JANUS HENDERSON                                              | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |     78019 | NS      | $3030257.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                                                    | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10342 | PA      | $10703.35      | 0.00%             | 2039-10-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39701000 | PA      | $38880616.15   | 0.07%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hanmi Financial Corp                                                             | HANMI FINL CORP                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     20656 | NS      | $509790.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1058487.37    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                                                    | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134126 | PA      | $140854.46     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903246.95     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| First Mid Bancshares Inc                                                         | FIRST MID BANCSH                                             | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12767 | NS      | $478634.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                                                    | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    424235 | PA      | $409803.01     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $402027.36     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Red Rock Resorts Inc                                                             | RED ROCK RESOR-A                                             | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31072 | NS      | $1616676.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                                                    | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    902140 | PA      | $820940.62     | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astrana Health Inc                                                               | ASTRANA HEALTH I                                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     26132 | NS      | $650164.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                                                    | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1560946 | PA      | $1463292.11    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | AMERICAN HOMES-A                                             | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    188880 | NS      | $6812901.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244313.55     | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                          | NEW FORTRESS ENE                                             | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |     94249 | NS      | $312906.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                                                                     | VERICEL CORP                                                 | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     30245 | NS      | $1286924.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1584                                                    | CUSIP: 3140XGXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5477931 | PA      | $4372609.90    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                                                         | OKTA INC                                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    101306 | NS      | $10127560.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                                                    | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2014911 | PA      | $1766373.25    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $5230121.83    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    547175 | NS      | $31522751.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8763                                                    | CUSIP: 3140XQWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1205999 | PA      | $1234546.27    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50543000 | PA      | $51210325.29   | 0.09%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chefs' Warehouse Inc/The                                                         | CHEFS WAREHOUSE                                              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     21771 | NS      | $1389207.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1933415.59    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7147                                                    | CUSIP: 3140XN5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    939779 | PA      | $792414.43     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4                                            | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $349900.74     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133471.75     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                                                    | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586689 | PA      | $565887.63     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                 | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194692.11     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Treace Medical Concepts Inc                                                      | TREACE MEDICAL C                                             | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31640 | NS      | $186043.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500831.78     | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                                               | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241591 | PA      | $204523.46     | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                                                    | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35225 | PA      | $34546.43      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A4                                              | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75397.58      | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                                                    | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2550014 | PA      | $2266550.10    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                                                    | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39115 | PA      | $39077.84      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A4                                              | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $89716.33      | 0.00%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $363976.98     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                                              | SHIFT4 PAYMENT-A                                             | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40339 | NS      | $3997998.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                                                    | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281009 | PA      | $250649.68     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9017                                                    | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2012920 | PA      | $2025521.01    | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513659.36     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                                                    | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835620.19     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813833.35     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509218.96     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1459930.37    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                                 | COSTAR GROUP INC                                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254542 | NS      | $20465176.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Business Travel Group I                                                   | GLOBAL BUSINESS                                              | CUSIP: 37890B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61260 | NS      | $385938.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                                                    | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1754219 | PA      | $1603953.80    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299665.28     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                                                | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500970.47     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                                                    | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51951 | PA      | $54852.21      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                 | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $623262.29     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS                                            | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $84968.07      | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5851                                                    | CUSIP: 3132DTQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6914175 | PA      | $7032465.91    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hope Bancorp Inc                                                                 | HOPE BANCORP INC                                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     72425 | NS      | $777120.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                                              | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $356114.09     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                   | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $516569.46     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                                                    | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5865 | PA      | $6084.83       | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                                                    | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1073964 | PA      | $990483.73     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                                             | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $269272.74     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Clover Health Investments Corp                                                   | CLOVER HEALTH IN                                             | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    230600 | NS      | $643374.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452014.13     | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                                                    | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33662 | PA      | $33092.82      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626755                                                    | CUSIP: 36291FH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1214 | PA      | $1220.86       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E                                             | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516426.65     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2159080.58    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                                                    | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7542 | PA      | $7835.00       | 0.00%             | 2040-09-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $768571.84     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                                  | BAKER HUGHES CO                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    598945 | NS      | $22963551.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777832.32     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                                                            | B. RILEY FINANCI                                             | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11394 | NS      | $33840.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    905000 | PA      | $636702.17     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    417000 | PA      | $374826.42     | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2021-C                                            | HART 2021-C A4                                               | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54186 | PA      | $53818.69      | 0.00%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                                                     | OPENLANE INC                                                 | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     64175 | NS      | $1569078.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE HOLDINGS                                                | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1279351.27    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                                                    | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5486524 | PA      | $4639912.85    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1029144.66    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437895.67     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                                             | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $647198.52     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3                                           | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $414138.60     | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780773                                                    | CUSIP: 36225A2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       782 | PA      | $788.19        | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $724028.81     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $503768.49     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D                                        | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $331083.10     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515550.05     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535159                                                    | CUSIP: 31384VQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1240 | PA      | $1304.17       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   4550000 | PA      | $4576924.27    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                                    | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910167.62     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKX2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504215.61     | 0.00%             | 2026-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1580841.05    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196255.89     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435144.37     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1044000 | PA      | $1038159.23    | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3781                                                    | CUSIP: 3132A4FW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1061883 | PA      | $962746.07     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869640.39     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ADMA Biologics Inc                                                               | ADMA BIOLOGICS INC                                           | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138621 | NS      | $2524288.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Valley Banc Corp                                                            | OHIO VALLEY BANC                                             | CUSIP: 677719106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $35775.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484807.73     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                                              | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1182171.16    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 A3                                             | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $83848.77      | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243797.43     | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021417.37    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6458                                                    | CUSIP: 3140XNE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2382107 | PA      | $2444449.25    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyliion Holdings Corp                                                            | HYLIION HOLDINGS                                             | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83600 | NS      | $110352.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80394                                                    | CUSIP: 31335GNK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        40 | PA      | $39.86         | 0.00%             | 2026-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4                                             | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1075157.27    | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    816000 | PA      | $825130.65     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461069.18     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608977.00     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    459000 | PA      | $460118.82     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2523165.59    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stride Inc                                                                       | STRIDE INC                                                   | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     25406 | NS      | $3688697.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                                                | MICROSTRATEGY                                                | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |    153700 | NS      | $62130151.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824228.59     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                | GAMING AND LEISU                                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    158167 | NS      | $7383235.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     28376 | NS      | $14537308.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                                                    | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141558 | PA      | $138543.77     | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131498.02     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $791142.50     | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    963000 | PA      | $967950.37     | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469162.87     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HomeStreet Inc                                                                   | HOMESTREET INC                                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11588 | NS      | $151455.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601684.16     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                                                    | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57817 | PA      | $57296.31      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                    | CONSENSUS CLOUD                                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11103 | NS      | $256035.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $401816.41     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9801                                                    | CUSIP: 3140XR3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1481380 | PA      | $1483684.93    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NewtekOne Inc                                                                    | NEWTEKONE INC                                                | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |     16800 | NS      | $189504.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                   | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567345.52     | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326952.24     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175759.04     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187265.86     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                                              | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $23785.89      | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $614373.28     | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1798013.02    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OmniAb Inc                                                                       | OMNIAB INC - 15                                              | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4987 | NS      | $0.05          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1536857.08    | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410687.79     | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0973                                                    | CUSIP: 3138A2CK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6097 | PA      | $6073.23       | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                                                    | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15975 | PA      | $16416.53      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                                                        | TOAST INC-A                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    285156 | NS      | $12629559.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5304                                                    | CUSIP: 3133KY3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    935762 | PA      | $985629.36     | 0.00%             | 2044-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                                                    | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $155.97        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                                                      | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    445721 | PA      | $430288.11     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                                                    | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237530 | PA      | $231897.06     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                                                    | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2874692 | PA      | $2630392.11    | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00858                                                    | CUSIP: 31292G5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3552 | PA      | $3673.80       | 0.00%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                                             | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256075.08     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1038463.43    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    896000 | PA      | $831602.00     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    625000 | PA      | $641584.41     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0217                                                    | CUSIP: 3140Y6G38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1893627 | PA      | $1935196.78    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2386                                                    | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104629 | PA      | $93325.50      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $487061.55     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                                                    | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109551 | PA      | $106645.08     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                                                    | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3894067 | PA      | $3248158.19    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Geron Corp                                                                       | GERON CORP                                                   | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |    359553 | NS      | $506969.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    334418 | NS      | $22717014.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                                                    | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    623924 | PA      | $603560.62     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0005                                                    | CUSIP: 3142GQAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1068205 | PA      | $1106013.06    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                                                | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152343.61     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                                              | VIRTU FINANCIA-A                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     51111 | NS      | $2289261.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2283672.70    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $928471.22     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A3                                               | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402560.80     | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335200.04     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0452                                                    | CUSIP: 3140EUQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    157584 | PA      | $153679.86     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252982                                                    | CUSIP: 31371H6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       220 | PA      | $227.05        | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Strategic Education Inc                                                          | STRATEGIC EDUCAT                                             | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     13458 | NS      | $1145679.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250664                                                    | CUSIP: 31371FMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       434 | PA      | $437.89        | 0.00%             | 2026-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408132.17     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3977000 | PA      | $3484511.21    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527837.43     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                                         | KNIGHT-SWIFT TRA                                             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93406 | NS      | $4131347.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339176.03     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584390.69     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                                                    | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13498703 | PA      | $11005821.56   | 0.02%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                                                | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014294.38    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                                                  | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502714.03     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5299                                                    | CUSIP: 3140X83H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205353 | PA      | $185388.52     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orion Group Holdings Inc                                                         | ORION GROUP HOLD                                             | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     20493 | NS      | $185871.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252924                                                    | CUSIP: 31371H4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2762 | PA      | $2904.85       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    521000 | PA      | $477735.94     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RB Global Inc                                                                    | RB GLOBAL INC                                                | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |    112070 | NS      | $11900713.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                                                 | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $516465.18     | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                                     | SUPERNUS PHARMAC                                             | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     31698 | NS      | $999120.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450354.26     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248195.56     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                                                    | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172664 | PA      | $162055.92     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160334.10     | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    655000 | PA      | $568990.73     | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $641785.01     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL                                             | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $660495.09     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                                                    | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2319843 | PA      | $2288836.85    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                                                    | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    336288 | PA      | $327482.74     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc                                                   | FIRST FIN BANKSH                                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     75686 | NS      | $2723182.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                                             | MARINE PRODUCTS                                              | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6508 | NS      | $55383.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   5166000 | PA      | $5032512.05    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                                               | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $609180.56     | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                                                    | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15500 | PA      | $16135.08      | 0.00%             | 2041-01-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Vicarious Surgical Inc                                                           | VICARIOUS SURGIC                                             | CUSIP: 92561V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $15915.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457643.39     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441711.52     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490901.68     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A                                        | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    405000 | PA      | $284314.21     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                                              | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    656937 | PA      | $646956.91     | 0.00%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06729                                                    | CUSIP: 3128M8Y24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23538 | PA      | $24372.55      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                                                    | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346705 | PA      | $292122.69     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905213.12     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31540000 | PA      | $31687843.75   | 0.05%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN                                             | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    799000 | PA      | $795458.92     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                          | VALLEY NATL BANC                                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    288497 | NS      | $2576278.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2200000 | PA      | $2141196.86    | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $514025.85     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                                                    | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129755 | PA      | $124127.42     | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3689                                                    | CUSIP: 3140XKC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    437405 | PA      | $443006.13     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2321000 | PA      | $2216769.91    | 0.00%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A4                                             | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62000 | PA      | $62627.82      | 0.00%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                                                    | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9279632 | PA      | $6981445.93    | 0.01%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $419136.23     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                                                    | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $485227.82     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8803                                                    | CUSIP: 36179XX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29242 | PA      | $30123.05      | 0.00%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527513.22     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Inotiv Inc                                                                       | INOTIV INC                                                   | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |     14694 | NS      | $26743.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                                                      | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    162554 | PA      | $160926.07     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                                               | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1277454.15    | 0.00%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246540.11     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                                                    | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1205821 | PA      | $1096878.89    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                       | CHARTER COMMUN-A                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     55223 | NS      | $22575714.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                                                    | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    328745 | PA      | $298625.89     | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                               | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $648588.52     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                                                    | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1142191 | PA      | $1062227.23    | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                                                    | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240768 | PA      | $232067.94     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                                               | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383093.80     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257439.99     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zymeworks Inc                                                                    | ZYMEWORKS INC                                                | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |     29513 | NS      | $370388.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806464.86     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                                                    | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225143 | PA      | $1079382.32    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1475000 | PA      | $1419348.91    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                                                    | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230444 | PA      | $216808.79     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1730000 | PA      | $1583451.92    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1022610.88    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $895152.27     | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                                                    | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172536 | PA      | $167107.05     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                                                 | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $797063.12     | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                                                      | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136341 | PA      | $138112.98     | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    368000 | PA      | $398889.34     | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    425000 | PA      | $400317.21     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183091.54     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $811733.59     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1680639.47    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3742                                                    | CUSIP: 3138X3EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572867 | PA      | $535983.67     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1015466.14    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2060884.51    | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                                                    | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60840 | PA      | $60126.88      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0536                                                    | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2665548 | PA      | $2453045.51    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42219700 | PA      | $36927394.74   | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $932163.21     | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $311874.76     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                                                    | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1393688 | PA      | $1277515.82    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     43549 | NS      | $2443098.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                                                    | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197058 | PA      | $192686.09     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                                             | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2855661.50    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                            | GSMS 2016-GS3 A4                                             | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $758130.96     | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Banc of California Inc                                                           | BANC OF CALIFORN                                             | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     81198 | NS      | $1140831.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281651.01     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $357690.78     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A3                                               | CUSIP: 981944AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51464 | PA      | $51488.43      | 0.00%             | 2026-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FI-A                                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     43385 | NS      | $3852154.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                                                   | SPARTANNASH CO                                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     22260 | NS      | $589667.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                                             | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463026.94     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| La-Z-Boy Inc                                                                     | LA-Z-BOY INC                                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     25810 | NS      | $959357.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                                                    | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83610 | PA      | $75928.70      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    277000 | PA      | $287668.40     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Onity Group Inc                                                                  | ONITY GROUP INC                                              | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      4011 | NS      | $153099.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY I                                             | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    440365 | NS      | $11176463.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468643.60     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05671                                                    | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94247 | PA      | $97607.05      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                               | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1039630.02    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2020860.27    | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    634012 | NS      | $17828417.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1207229.91    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                                                      | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    110811 | PA      | $112274.53     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                                                    | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1447748 | PA      | $1330142.65    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | S&P MID 400 EMINI Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        10 | NC      | $94343.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                                                    | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1654073 | PA      | $1655096.25    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                                                   | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272453.95     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                                                    | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15181 | PA      | $15046.45      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SI-BONE Inc                                                                      | SI-BONE INC                                                  | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     26195 | NS      | $492989.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302778.61     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2918                                                    | CUSIP: 3138EKG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31451 | PA      | $31123.11      | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                                                    | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1606839 | PA      | $1296173.06    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                    | ACCENTURE PLC-A                                              | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |    379342 | NS      | $113381530.38  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                                                         | TECTONIC THERAPE                                             | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4878 | NS      | $96925.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                                                 | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $294181.08     | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    715000 | PA      | $729764.75     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boston Omaha Corp                                                                | BOSTON OMAHA -A                                              | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |     17620 | NS      | $247384.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $676303.53     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    205000 | PA      | $196005.01     | 0.00%             | 2026-12-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00696                                                    | CUSIP: 31283GXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $32.66         | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $750200.10     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229253.20     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1035                                                    | CUSIP: 31418AEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12867 | PA      | $12702.88      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onestream Inc                                                                    | ONESTREAM INC                                                | CUSIP: 68278B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40646 | NS      | $1150281.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp                                                        | SPRUCE POWER HOL                                             | CUSIP: 9837FR209<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |      7850 | NS      | $15857.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                                               | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $433770.16     | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                                                    | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1538893 | PA      | $1293735.55    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0147                                                    | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7960461 | PA      | $7972978.95    | 0.01%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1593629.10    | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                                                    | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    659699 | PA      | $631027.45     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5288000 | PA      | $3104302.16    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 AS                                            | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12419 | PA      | $12263.81      | 0.00%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489582.18     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                                                    | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     37345 | NS      | $3852510.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470167.76     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                                                    | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35934 | PA      | $35545.06      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8506                                                    | CUSIP: 3132DWNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4854072 | PA      | $4854039.78    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                                                    | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129397 | PA      | $120059.81     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                                               | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202625.00     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946654                                                    | CUSIP: 31413JE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14891 | PA      | $15691.29      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                                                    | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1883589 | PA      | $1582931.13    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    564000 | PA      | $507564.17     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                                                  | CITI TRENDS INC                                              | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      3954 | NS      | $132024.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1729673.75    | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4850                                                    | CUSIP: 31418EL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1312999 | PA      | $1328450.60    | 0.00%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5242                                                    | CUSIP: 3132DSZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1628456 | PA      | $1639640.61    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5014                                                    | CUSIP: 3140X8SC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    393364 | PA      | $382314.89     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                                                    | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2763066 | PA      | $2449853.33    | 0.00%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                                              | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    161000 | PA      | $153120.66     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX9530                                                    | CUSIP: 3138YBSU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185495 | PA      | $171998.28     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33946000 | PA      | $32291132.50   | 0.06%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Natural Alternatives International Inc                                           | NATURAL ALT INTL                                             | CUSIP: 638842302<br>LEI: 549300QOT5V1NZ8WZY48 | Long             | EC               | CORP              | US        |      2268 | NS      | $7439.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535652.70     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                                                | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412294.12     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2274469.39    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humacyte Inc                                                                     | HUMACYTE INC                                                 | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66771 | NS      | $139551.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD7555                                                    | CUSIP: 3132DVMC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1687384 | PA      | $1482937.95    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                                                    | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1104980 | PA      | $1023278.30    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2753                                                    | CUSIP: 3132DQBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    753986 | PA      | $761756.33     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202551.95    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305752.92     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    475000 | PA      | $412242.81     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                                                 | CIRRUS LOGIC INC                                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     30489 | NS      | $3178630.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $903770.22     | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654959.82     | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465962.80     | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1058622.11    | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Concrete Pumping Holdings Inc                                                    | CONCRETE PUMPING                                             | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11630 | NS      | $71524.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    659000 | PA      | $668296.64     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| James River Group Holdings Ltd                                                   | JAMES RIVER GROU                                             | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22386 | NS      | $131181.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                                              | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    850000 | PA      | $788240.39     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                                 | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $183547.31     | 0.00%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564695                                                    | CUSIP: 36213UKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3771 | PA      | $3885.94       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $319815.68     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                                                      | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148916 | PA      | $143753.18     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | SHARP HEALTHCARE                                             | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $301321.19     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B                                         | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $311197.62     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                                                    | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1293683 | PA      | $1195145.18    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442945.80     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Clarus Corp                                                                      | CLARUS CORP                                                  | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     21337 | NS      | $74039.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                                     | RAYONIER INC                                                 | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     90110 | NS      | $1998639.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A                                        | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    200000 | PA      | $194468.18     | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00566                                                    | CUSIP: 31292GTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       107 | PA      | $110.01        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                              | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496119.03     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                                                    | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317391 | PA      | $297083.86     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PC Connection Inc                                                                | PC CONNECTION                                                | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      5608 | NS      | $368894.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $373543.03     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                                                    | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7698758 | PA      | $7562918.97    | 0.01%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Holdings Inc                                                     | COOPER-STANDARD                                              | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     10000 | NS      | $215000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4619                                                    | CUSIP: 3132DSDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    772381 | PA      | $811666.75     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN                                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472306.91     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    186537 | NS      | $4448907.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4713091.79    | 0.01%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1521493.30    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0461                                                    | CUSIP: 36179MQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262003 | PA      | $239224.50     | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                                                | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565371.14     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                                                    | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    845150 | PA      | $782791.42     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | MOLINA HEALTHCAR                                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     32818 | NS      | $9776482.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1404                                                    | CUSIP: 3140QLR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1412724 | PA      | $1246853.97    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                                                    | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    427998 | PA      | $417046.24     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $671253.26     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    700000 | PA      | $580787.54     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                                                   | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $203321.10     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                                          | Y-MABS THERAPEUT                                             | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25975 | NS      | $117147.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530066.25     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6223                                                    | CUSIP: 3132DT4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675492 | PA      | $691692.56     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                                                                     | FRESHPET INC                                                 | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     29700 | NS      | $2018412.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS                                             | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $122245.05     | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    975000 | PA      | $963682.86     | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $724319.97     | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848758                                                    | CUSIP: 31300LWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5633 | PA      | $5854.69       | 0.00%             | 2042-03-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2405622.34    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77764                                                    | CUSIP: 3128LBTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14820 | PA      | $15350.05      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5256                                                    | CUSIP: 3132DSZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1627825 | PA      | $1628831.21    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992533.79     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6932602.77    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J33404                                                    | CUSIP: 31307PX95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6000 | PA      | $5854.50       | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $794358.46     | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1183648.87    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                                               | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1060027.30    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION                                             | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586164.07     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1057519.41    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1564416.41    | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962585.87     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                                                | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144487.32     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | MERITAGE HOMES C                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     41569 | NS      | $2783875.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1002414.04    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $642203.74     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                                                    | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2099032 | PA      | $1937705.03    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FiscalNote Holdings Inc                                                          | FISCALNOTE HOLDI                                             | CUSIP: 337655104<br>LEI: 213800ES9QGPFJR85C09 | Long             | EC               | CORP              | US        |     63400 | NS      | $34007.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN CB7663                                                    | CUSIP: 3140QTQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1753043 | PA      | $1850161.03    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5047                                                    | CUSIP: 3132DSTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1202854 | PA      | $1211115.54    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                                               | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $383392.85     | 0.00%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5                                            | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $418975.61     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3827448.28    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 7/25                                                  | CUSIP: 01F020679<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2850000 | PA      | $-2255061.93   | -0.00%            | 2025-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                                                    | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1936944 | PA      | $1941168.71    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                                                    | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    759844 | PA      | $707228.57     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811536.41     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8367                                                    | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6493521 | PA      | $6503623.96    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $265379.14     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A3                                               | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $386001.68     | 0.00%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457935                                                    | CUSIP: 36208QV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2294 | PA      | $2333.72       | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2                                             | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1362961.77    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $995026.24     | 0.00%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1069027.14    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $565664.18     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                                                    | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    503989 | PA      | $465341.00     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177137.53     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134393.54     | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7120                                                    | CUSIP: 3132DU4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    728290 | PA      | $746212.23     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                                                    | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332997 | PA      | $325412.78     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490070.57     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1841000 | PA      | $1797234.60    | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                                                    | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1711247 | PA      | $1569563.36    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOL                                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |    112942 | NS      | $28330371.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELL'S C                                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    118756 | NS      | $3639871.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                                                | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730959.71     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A5                                            | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242166.18     | 0.00%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1051868.76    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD                                             | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     59432 | NS      | $3609305.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Auto Owner Trust 2021-4                                                   | CARMX 2021-4 A4                                              | CUSIP: 14317JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98477.28      | 0.00%             | 2027-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                                                    | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349639 | PA      | $335754.84     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485055.60     | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1408977.34    | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                                                 | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2009634.87    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21038100 | PA      | $14804741.13   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                                             | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443098.09     | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711250.63     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7623                                                    | CUSIP: 3140XBPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2415654 | PA      | $2030067.25    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                                               | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $519594.82     | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    825000 | PA      | $857385.27     | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                                              | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405289.27     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1680000 | PA      | $1510258.85    | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17517400 | PA      | $17862273.81   | 0.03%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                                               | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $354394.26     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | GRAND METRO INV                                              | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $386242.34     | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                                                    | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143395 | PA      | $131656.77     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    125408 | NS      | $11012076.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486133.91     | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP                                           | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    350000 | PA      | $361143.13     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $173552.32     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                                              | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500746.56     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   9000000 | PA      | $8683047.28    | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3512254.02    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289459.23     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tronox Holdings PLC                                                              | TRONOX HOLDING                                               | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     72864 | NS      | $369420.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430751.59     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                                                      | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68063 | PA      | $71673.78      | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1412769.12    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackbaud Inc                                                                    | BLACKBAUD INC                                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     22272 | NS      | $1430085.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   2300000 | PA      | $2347239.80    | 0.00%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                                                   | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $427099.78     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    489000 | PA      | $497014.95     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                                                    | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91514 | PA      | $88743.21      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932260                                                    | CUSIP: 31412QWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35452 | PA      | $35862.89      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687844                                                    | CUSIP: 36296DER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14224 | PA      | $14917.44      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    652000 | PA      | $532109.03     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | ICON INVESTMENTS                                             | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $433442.33     | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                               | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523411.25     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| iRhythm Technologies Inc                                                         | IRHYTHM TECHNOLO                                             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     19250 | NS      | $2963730.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255898                                                    | CUSIP: 31371MGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18114 | PA      | $18318.78      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4058                                                    | CUSIP: 3140QPQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1074248 | PA      | $1009209.64    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20042000 | PA      | $18455863.49   | 0.03%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202055.58     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO                                             | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $458263.49     | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723335.56     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507904.59     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    950000 | PA      | $606175.78     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 AS                                             | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    116621 | PA      | $115624.15     | 0.00%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     11978 | NS      | $2857232.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K517 A2                                                 | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $622287.60     | 0.00%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                                                    | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6337 | PA      | $6491.14       | 0.00%             | 2036-07-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50192000 | PA      | $49733213.50   | 0.09%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                                                    | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329457 | PA      | $329661.16     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Urban Outfitters Inc                                                             | URBAN OUTFITTER                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     39560 | NS      | $2869682.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1090586.20    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    222000 | PA      | $229374.28     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                                                 | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $340640.36     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1350000 | PA      | $1264040.82    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN                                             | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943617.48     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49124.97      | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1060539.32    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Quanex Building Products Corp                                                    | QUANEX BUILDING                                              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     28374 | NS      | $536268.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    673000 | PA      | $691616.41     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62931.87      | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A4                                              | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50586.34      | 0.00%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50484000 | PA      | $50541188.78   | 0.09%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5260                                                    | CUSIP: 31418EZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500492 | PA      | $535355.49     | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HighPeak Energy Inc                                                              | HIGHPEAK ENERGY                                              | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     10741 | NS      | $105261.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD8134                                                    | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15552161 | PA      | $12399510.56   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                                                    | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $240.69        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                                                | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315051.93     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78223000 | PA      | $78348278.83   | 0.14%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1752220.56    | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $605590.32     | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1326341.86    | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389822.80     | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962872.47     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30140000 | PA      | $28733074.14   | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515514.25     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                                                | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $474578.48     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                                                    | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086928 | PA      | $1129135.11    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14781                                                    | CUSIP: 3128PUJ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7480 | PA      | $7443.88       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                                             | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    325000 | PA      | $187811.78     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                                              | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224100.64     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5133                                                    | CUSIP: 31418EV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1392176 | PA      | $1387028.52    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3310                                                    | CUSIP: 3140QAVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454264 | PA      | $429742.30     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253346                                                    | CUSIP: 31371JL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $568.05        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $982316.87     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $914870.39     | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2736                                                    | CUSIP: 3142GTBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1349029 | PA      | $1333738.43    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                                               | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57102.69      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $856382.17     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363279.24     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835537.87     | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    825000 | PA      | $720041.17     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                                                    | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1178372 | PA      | $1084858.90    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    915000 | PA      | $805056.36     | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $535251.24     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                                                    | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1926640 | PA      | $1876192.78    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                                                    | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    416017 | PA      | $334674.12     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Liquidity Services Inc                                                           | LIQUIDITY SERVIC                                             | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     12573 | NS      | $296597.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143061.99     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2619                                                    | CUSIP: 3140L04D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    915451 | PA      | $736169.77     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7214                                                    | CUSIP: 3140XPAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692678 | PA      | $718547.31     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3                                            | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $966774.16     | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433390.42     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8662                                                    | CUSIP: 3140QUTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1027784 | PA      | $1017820.86    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jamf Holding Corp                                                                | JAMF HOLDING COR                                             | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |     49955 | NS      | $475072.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                                                    | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2452309 | PA      | $2414742.61    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FL ST BRD ADMIN FIN-A                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    850000 | PA      | $872135.28     | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27015000 | PA      | $25412039.58   | 0.04%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                                                | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |     29236 | NS      | $7101424.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $354999.04     | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Rayonier Advanced Materials Inc                                                  | RAYONIER ADV                                                 | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     89861 | NS      | $345964.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $342887.41     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                                                      | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137535 | PA      | $136192.44     | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1150128.60    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kura Oncology Inc                                                                | KURA ONCOLOGY IN                                             | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     52443 | NS      | $302596.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MARK                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     63789 | NS      | $14876232.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $223515.78     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23627                                                    | CUSIP: 31297BA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12192 | PA      | $12331.38      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     48784 | NS      | $2755808.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                                      | CONMED CORP                                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     18966 | NS      | $987749.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                                                    | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143082 | PA      | $139757.34     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                                                    | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4506687 | PA      | $4326935.78    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP                                             | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525804.75     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    725000 | PA      | $744065.07     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    375000 | PA      | $371897.40     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                                                | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332743.28     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9618                                                    | CUSIP: 3140XRVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2466617 | PA      | $2134611.99    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | VERTEX PHARM                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    155341 | NS      | $69157813.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                                                    | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5245392 | PA      | $5332673.29    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    390000 | PA      | $339409.47     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                                                    | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63008 | PA      | $62869.87      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511073.34     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3280                                                    | CUSIP: 3138EKUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154129 | PA      | $162343.77     | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $356449.87     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                                                    | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113127 | PA      | $108347.14     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA                                             | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $240088.14     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INT LLC                                             | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    725000 | PA      | $687422.86     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5420                                                    | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    967930 | PA      | $967924.00     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    650000 | PA      | $697466.90     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   2610436 | NS      | $281405000.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                           | MSC 2017-H1 A5                                               | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $539837.43     | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435499.65     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1319987.32    | 0.00%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL I                                             | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    168315 | NS      | $6555869.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5513                                                    | CUSIP: 3140XMDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726093 | PA      | $746230.60     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136104.23     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A4                                              | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $304845.30     | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                                               | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187468.21     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                                                      | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119912 | PA      | $121461.97     | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $357562.61     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352022.88     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255004                                                    | CUSIP: 31371LGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2594 | PA      | $2770.28       | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                                                    | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925630 | PA      | $874963.51     | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110819.37     | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID                                             | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349578.86     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258747.66    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Seacoast Banking Corp of Florida                                                 | SEACOAST BANK/FL                                             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     54672 | NS      | $1510040.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151107.02     | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                                                    | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195579 | PA      | $171332.56     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025140.14    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77961                                                    | CUSIP: 3128LBZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11507 | PA      | $11929.30      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A4                                              | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $174522.50     | 0.00%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1729377.05    | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240197.48     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $9782346.96    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1128490.94    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Cherry Hill Mortgage Investment Corp                                             | CHERRY HILL MORT                                             | CUSIP: 164651101<br>LEI: 254900SBI2EPU32HAT29 | Long             | EC               | CORP              | US        |     87072 | NS      | $237706.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                                                    | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66731 | PA      | $68928.78      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67999                                                    | CUSIP: 31287T3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5159 | PA      | $5459.70       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    390073 | NS      | $77055020.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24550000 | PA      | $24723576.11   | 0.04%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    392000 | PA      | $320388.75     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4513                                                    | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4652365 | PA      | $4049422.12    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4                                            | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $162097.53     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                                               | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292145.33     | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                                                    | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    161093 | PA      | $145561.23     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $244566.48     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                                                    | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    209237 | PA      | $204738.97     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Fuels Inc/Canada                                                          | ENERGY FUELS INC                                             | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |    118771 | NS      | $682933.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $507564.07     | 0.00%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                                                    | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1634285 | PA      | $1414311.18    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    101000 | PA      | $101549.74     | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A2 A                                              | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $552585.28     | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Oak Valley Bancorp                                                               | OAK VALLEY BANCO                                             | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5531 | NS      | $150664.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3762310.60    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K518 A2                                                 | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530000 | PA      | $550727.77     | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                                                    | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2243502 | PA      | $2050739.12    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                                                 | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    840000 | PA      | $710502.36     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    600000 | PA      | $383302.16     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc                                                                | TTEC HOLDINGS IN                                             | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     13047 | NS      | $62756.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD COR                                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     17000 | NS      | $5503580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                                                    | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    707691 | PA      | $564231.31     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3584                                                    | CUSIP: 3132DQ6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1631051 | PA      | $1676285.52    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                                                  | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427000.61     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $530340.45     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                                               | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    400000 | PA      | $270678.18     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    860000 | PA      | $905368.30     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| First Advantage Corp                                                             | FIRST ADVANTAGE                                              | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     49578 | NS      | $823490.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                                                    | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10356 | PA      | $10276.15      | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                                                    | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5627 | PA      | $5923.40       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449714.86     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                                               | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1020000 | PA      | $954184.64     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                                             | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $479342.61     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| eXp World Holdings Inc                                                           | EXP WORLD HOLDIN                                             | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     44520 | NS      | $405132.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50621000 | PA      | $50375804.53   | 0.09%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc                                                              | WILLIAMS-SONOMA                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     74701 | NS      | $12203902.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    939000 | PA      | $912382.79     | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783310                                                    | CUSIP: 36241LVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23302 | PA      | $24448.47      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                                                                     | GLAUKOS CORP                                                 | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     32937 | NS      | $3402062.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                                                    | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2172493 | PA      | $2033496.06    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00952                                                    | CUSIP: 3132GEBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93465 | PA      | $92666.66      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Castle Biosciences Inc                                                           | CASTLE BIOSCIENC                                             | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17567 | NS      | $358718.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5                                           | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $208159.60     | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    723000 | PA      | $707015.12     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                                                    | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1115389 | PA      | $956147.58     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $873544.12     | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480159.48     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    574000 | PA      | $584444.65     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                                                 | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1049099.64    | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                                                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $285077.04     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | TRANE TECH GLOB                                              | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1186500.74    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531702.49     | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027274.63    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                                                    | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3123201 | PA      | $2885311.16    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    688000 | PA      | $674923.77     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1006447.20    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                                                    | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5637130 | PA      | $5152785.26    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2411654.00    | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $106283.37     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PlayAGS Inc                                                                      | PLAYAGS INC                                                  | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27188 | NS      | $339578.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                                                             | SITIO ROYALTIE-A                                             | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46678 | NS      | $857941.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                                               | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100560.98     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438930.74     | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90040                                                    | CUSIP: 312938BH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108459 | PA      | $107667.86     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                                                    | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78723 | PA      | $76295.08      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID                                            | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     75000 | PA      | $67708.60      | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506536.99     | 0.00%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370391.28     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458303.92     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $761731.50     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432600.01     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $1340426.46    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A3                                              | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164688 | PA      | $165407.20     | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A3                                              | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250961.75     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                                                    | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62183 | PA      | $64312.07      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc                                                     | SPECTRUM BRANDS                                              | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     12766 | NS      | $676598.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4060                                                    | CUSIP: 3140X7QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600342 | PA      | $569811.52     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2301103.27    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pegasystems Inc                                                                  | PEGASYSTEMS INC                                              | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     57624 | NS      | $3119187.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3902                                                    | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1637176 | PA      | $1376362.13    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3321                                                    | CUSIP: 3140QAVP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1986675 | PA      | $1816497.10    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                                                    | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341220 | PA      | $331102.59     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1809000 | PA      | $1775099.02    | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    729000 | PA      | $732664.69     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2624                                                    | CUSIP: 3132DP4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1704381 | PA      | $1558384.22    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                                                    | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107961 | PA      | $101761.76     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198037.01     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272645.61     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    956000 | PA      | $968900.69     | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-5 A1A                                              | CUSIP: 92348KBZ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150344.21     | 0.00%             | 2028-09-08      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3432458.74    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3276611.50    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241840.02     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                                                    | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276453 | PA      | $238611.79     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507752.22     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                                              | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    390000 | PA      | $378300.04     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    160446 | NS      | $32299384.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $665164.14     | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                                                    | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4686610 | PA      | $4497851.52    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                                                    | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5166174 | PA      | $5101658.67    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                                                    | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1081184 | PA      | $866404.31     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $653994.69     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1482286.18    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1580000 | PA      | $1827010.06    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    700000 | PA      | $656271.46     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200323.59     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    625000 | PA      | $478182.89     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $566741.42     | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                                             | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $490272.86     | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663129.32     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                                                    | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2490603 | PA      | $2192729.15    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                                                  | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    475000 | PA      | $443258.08     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                  | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    158976 | NS      | $6049036.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                                                    | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450182 | PA      | $385920.57     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE INC                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    120461 | NS      | $11930457.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $861619.65     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                                                | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    582000 | PA      | $603176.18     | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                                                    | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290891.28     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A4                                                | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49723.72      | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                                                    | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4765 | PA      | $4777.89       | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                                                    | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4132019 | PA      | $4076792.04    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cerus Corp                                                                       | CERUS CORP                                                   | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |    109208 | NS      | $153983.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1695000 | PA      | $1605756.42    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5                                             | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $254057.06     | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                           | LIBERTY MEDIA CO                                             | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112665 | NS      | $11773492.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495401.03     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1028535.54    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $372857.05     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544971.56     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8510                                                    | CUSIP: 3132D6N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742888 | PA      | $682540.97     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 7/25                                                  | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4770000 | PA      | $4674226.03    | 0.01%             | 2025-07-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Red River Bancshares Inc                                                         | RED RIVER BANCSH                                             | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      1941 | NS      | $113936.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A4                                               | CUSIP: 47800CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75597.24      | 0.00%             | 2029-12-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Core & Main Inc                                                                  | CORE & MAIN IN-A                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114521 | NS      | $6911342.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511082.78     | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ElectroCore Inc                                                                  | ELECTROCORE INC                                              | CUSIP: 28531P202<br>LEI: 5493005O3QC5QV2L2186 | Long             | EC               | CORP              | US        |      3168 | NS      | $16727.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                                  | NBT BANCORP INC                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30777 | NS      | $1278784.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4043                                                    | CUSIP: 31418DP55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98347 | PA      | $94549.81      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5                                            | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $548691.57     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76970                                                    | CUSIP: 31288FW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1599 | PA      | $1642.40       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                                                    | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1499270 | PA      | $1536633.81    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dakota Gold Corp                                                                 | DAKOTA GOLD CORP                                             | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50500 | NS      | $186345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5                                            | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $413683.30     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596727.40     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Universal Insurance Holdings Inc                                                 | UNIVERSAL INSURA                                             | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     16106 | NS      | $446619.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $545905.66     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                                                    | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2537406 | PA      | $2397396.29    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH                                             | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $234409.58     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1066104.81    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2809517.53    | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA                                             | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    712000 | PA      | $730584.97     | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1520                                                    | CUSIP: 3142GRVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1812685 | PA      | $1859558.28    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                                              | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $302741.58     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ImmunityBio Inc                                                                  | IMMUNITYBIO INC                                              | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |    113844 | NS      | $300548.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                                                    | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7063 | PA      | $7300.84       | 0.00%             | 2037-02-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349498.13     | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                  | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575826.10     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525108.32     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                                                    | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1959322 | PA      | $1984413.00    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                                                    | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278391 | PA      | $269701.09     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    816000 | PA      | $833788.97     | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                                                    | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38712 | PA      | $35485.13      | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    525000 | PA      | $417308.15     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161859.35     | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19608000 | PA      | $19709869.64   | 0.03%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP                                             | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1071560.58    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3348434.37    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490291.37     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                                                    | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94799 | PA      | $96004.94      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $281089.84     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                           | PALO ALTO NETWOR                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    403610 | NS      | $82594750.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                                             | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    411000 | PA      | $418040.02     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                                                    | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351444 | PA      | $348800.37     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880187.42     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                                                | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $387060.14     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11950000 | PA      | $9536193.33    | 0.02%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $962575.22     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                                                    | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2228160 | PA      | $1904850.02    | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                                              | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364423.56     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407359.84     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533212.90     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                                                 | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654382.00     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1112680.78    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423821.70     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5989                                                    | CUSIP: 3140XMUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1719348 | PA      | $1377796.14    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $971488.25     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896965.46     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Old Second Bancorp Inc                                                           | OLD SECOND BNCRP                                             | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     24322 | NS      | $431472.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                                                   | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $713893.35     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1083368.33    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2666                                                    | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    658417 | PA      | $650799.93     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                                                | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $303941.84     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                                                 | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1735834.84    | 0.00%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                                              | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115000 | PA      | $116042.46     | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     52838 | NS      | $2804641.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                                                    | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156857 | PA      | $152577.32     | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                                                    | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408607 | PA      | $397658.68     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                                               | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743734.36     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380564.90     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                                                    | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    497531 | PA      | $492388.85     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                  | PINNACLE FINL                                                | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     45399 | NS      | $5012503.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                                                | MITEK SYSTEMS                                                | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     26629 | NS      | $263627.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $347363.80     | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $344184.96     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361067.56     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                                                      | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    334241 | PA      | $331220.99     | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                                             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     36148 | NS      | $1680520.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $537808.35     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                                                 | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462059.30     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5682                                                    | CUSIP: 3133KMJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5006246 | PA      | $4005486.80    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                    | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $824651.57     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oscar Health Inc                                                                 | OSCAR HEALTH -A                                              | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120818 | NS      | $2590337.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                                                    | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2092272 | PA      | $1796544.02    | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231392.81    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14018                                                    | CUSIP: 3128MCVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3918 | PA      | $3904.16       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waystar Holding Corp                                                             | WAYSTAR HOLDING                                              | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58451 | NS      | $2388892.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                                             | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $354404.98     | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    600000 | PA      | $477114.69     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1085232.44    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                                                    | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1090565 | PA      | $965595.54     | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A3                                              | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    387558 | PA      | $390580.05     | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8932                                                    | CUSIP: 3140XC4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2961232 | PA      | $2854337.41    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D                                             | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376804.88     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702230.90     | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                                                    | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245530 | PA      | $223346.96     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                                              | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245958.23     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                                                    | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359448 | PA      | $338809.03     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1454000 | PA      | $1285088.11    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HNI Corp                                                                         | HNI CORP                                                     | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     28103 | NS      | $1382105.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $215371.31     | 0.00%             | 2053-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A                                        | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    700000 | PA      | $664615.00     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                                       | NATERA INC                                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78896 | NS      | $13328690.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES                                             | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4748841.66    | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391621.76     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Services Inc                                                      | AMN HEALTHCARE                                               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     21806 | NS      | $450730.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                                              | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $636911.52     | 0.00%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINAN                                             | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    150782 | NS      | $5352761.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    950000 | PA      | $972940.92     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     32550 | NS      | $13293745.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS                                            | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $151552.84     | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507158.16     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                                                    | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148636 | PA      | $135532.45     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 513367                                                    | CUSIP: 36211HJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2620 | PA      | $2670.74       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                                                              | TRAVEL + LEISURE                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     39597 | NS      | $2043601.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13273                                                    | CUSIP: 3128PST64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12915 | PA      | $12874.87      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     15464 | NS      | $5224048.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5                                            | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $438881.00     | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                                                    | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    583062 | PA      | $568705.69     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bowlero Corp                                                                     | LUCKY STRIKE ENT                                             | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8497 | NS      | $77577.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 C                                               | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198614.86     | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $325660.12     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                                              | PAYCOM SOFTWARE                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     31108 | NS      | $7198391.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                                                    | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    412911 | PA      | $379008.00     | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1903968.26    | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410179.60     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310675.19     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                                                    | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48467 | PA      | $49931.10      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |    625000 | PA      | $533563.38     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A3                                            | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $390134.84     | 0.00%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                                                     | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494575.75     | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8084                                                    | CUSIP: 3132DV6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    878451 | PA      | $768722.52     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                                                    | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1806572 | PA      | $1831400.56    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336987.87     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     15597 | NS      | $3069021.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1482486.03    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                                                    | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9497 | PA      | $9586.14       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Informatica Inc                                                                  | INFORMATICA IN-A                                             | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |     65507 | NS      | $1595095.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                                                    | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5907449 | PA      | $5824446.08    | 0.01%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                                                    | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    307235 | PA      | $284163.45     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION                                            | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   6430686 | PA      | $6449879.95    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3614000 | PA      | $3565354.64    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396638.69     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350615.50     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                                                    | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640961 | PA      | $607764.11     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391397.37     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                                                    | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2232 | PA      | $2315.98       | 0.00%             | 2040-05-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2133345.90    | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Community Bankshares Inc                                                   | FIRST COMMUNI BK                                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9546 | NS      | $373916.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inuvo Inc                                                                        | INUVO INC                                                    | CUSIP: 46122W303<br>LEI: 5299005F0TSZLGRUFZ81 | Long             | EC               | CORP              | US        |     62896 | NS      | $289321.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALDS CORP                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    433235 | NS      | $126578269.95  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                                             | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495093.08     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817740.16     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Eastern Bankshares Inc                                                           | EASTERN BANKSHAR                                             | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    117509 | NS      | $1794362.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                                                    | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132072 | PA      | $120678.20     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1254                                                    | CUSIP: 31427NMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2298713 | PA      | $2356717.14    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                                                    | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36101 | PA      | $35694.23      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $295307.63     | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3643274.24    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                   | TETRA TECH INC                                               | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    158110 | NS      | $5685635.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1739679.53    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3462000 | PA      | $3766818.26    | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $247507.94     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586281                                                    | CUSIP: 36201LJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7427 | PA      | $7496.37       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $3049904.35    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300956.81     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                                                    | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1764102 | PA      | $1546501.45    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0439                                                    | CUSIP: 31418MPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145925 | PA      | $153941.67     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5988                                                    | CUSIP: 3140X9UN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2294991 | PA      | $1836934.72    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                                                    | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    831965 | PA      | $793264.08     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494815.40     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP                                             | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299302.81     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                                                    | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131202 | PA      | $127065.84     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854455.81     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                                              | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     75268 | NS      | $671390.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                                                   | QUANTERIX CORP                                               | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24560 | NS      | $163324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                                                    | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    879771 | PA      | $892411.56     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cogent Biosciences Inc                                                           | COGENT BIOSCIENC                                             | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63480 | NS      | $455786.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442562.23     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 B                                               | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70661 | PA      | $70789.85      | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    975000 | PA      | $905877.19     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                                                    | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28260 | PA      | $27369.34      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                                              | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194099 | PA      | $190356.69     | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                                               | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $461808.44     | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                                                                | BLOOM ENERGY C-A                                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    119947 | NS      | $2869132.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                                             | RYERSON HOLDING                                              | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     16074 | NS      | $346716.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS                                             | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392923.77     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                                                    | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50837 | PA      | $50816.29      | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                                                    | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3730506 | PA      | $3417947.37    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS                                             | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195210.62     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc                                                              | JACK IN THE BOX                                              | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     11673 | NS      | $203810.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                                               | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335188.87     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1140562.37    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                                                    | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415668 | PA      | $410792.83     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                                                     | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11114 | PA      | $11262.19      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    666000 | PA      | $540766.26     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6734000 | PA      | $6900245.63    | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust Inc                                                      | NEW YORK MTGE                                                | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     64067 | NS      | $429248.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    950000 | PA      | $862303.15     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9201                                                    | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1715746 | PA      | $1445632.34    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1249992.22    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA-A                                             | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |    215660 | NS      | $7770229.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                                                    | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1288221 | PA      | $1180839.96    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1530386.93    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE                                             | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $603680.92     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                  | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532918.75     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | DROCK 2023-1 A                                               | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1303227.77    | 0.00%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8206                                                    | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1214601 | PA      | $1052255.74    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    477000 | PA      | $479614.21     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Landstar System Inc                                                              | LANDSTAR SYSTEM                                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     20506 | NS      | $2850744.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27698                                                    | CUSIP: 31297FRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12411 | PA      | $12565.47      | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2268609.21    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS                                             | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    585000 | PA      | $607348.94     | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553172.97     | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                                              | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2630389 | PA      | $2512550.74    | 0.00%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    710000 | PA      | $725729.51     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7468                                                    | CUSIP: 3140XPJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    941035 | PA      | $952203.75     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Liquidia Corp                                                                    | LIQUIDIA CORP                                                | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39061 | NS      | $486700.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                                                    | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1838950 | PA      | $1680058.97    | 0.00%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CytomX Therapeutics Inc                                                          | CYTOMX THERAPEUT                                             | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |     98020 | NS      | $222505.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1827468.83    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1909258.48    | 0.00%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                                                         | COHU INC                                                     | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     27302 | NS      | $525290.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                                                    | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3422785 | PA      | $3148637.48    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                                                | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618036.19     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3889                                                    | CUSIP: 3140XKKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1914638 | PA      | $1545659.41    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orange County Bancorp Inc                                                        | ORANGE COUNTY BA                                             | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6014 | NS      | $155401.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                                                    | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3210543 | PA      | $3281132.55    | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543807.19     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    675000 | PA      | $671166.01     | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                                                    | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11937215 | PA      | $9732702.76    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1500000 | PA      | $1375755.65    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5                                             | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984056.00     | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    441000 | PA      | $404288.49     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Slide Insurance Holdings Inc                                                     | SLIDE INSURANCE                                              | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     15611 | NS      | $338134.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255230                                                    | CUSIP: 31371LPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143666 | PA      | $145181.36     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                                               | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    600000 | PA      | $396483.46     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2775000 | PA      | $3019344.30    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1016645.15    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tenable Holdings Inc                                                             | TENABLE HOLDINGS                                             | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     73471 | NS      | $2481850.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468682.41     | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                                                    | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4878296 | PA      | $4976408.30    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | IRON MOUNTAIN                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |    179018 | NS      | $18361876.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3936                                                    | CUSIP: 31417ALS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40670 | PA      | $38239.11      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3074305.76    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI                                             | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101104.01     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                                                   | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473380.46     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171868.10     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                                                 | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $608766.27     | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1785103.05    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280259.33     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1416257.32    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824618.74     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A4                                               | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250975.40     | 0.00%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                                                    | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    528467 | PA      | $489474.61     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                                                  | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $291354.36     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737413                                                    | CUSIP: 3620ARGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       216 | PA      | $215.77        | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15760000 | PA      | $15409709.41   | 0.03%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A3                                              | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362385 | PA      | $363956.75     | 0.00%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                                                    | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    733365 | PA      | $649637.79     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $536859.85     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                                                    | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2301546 | PA      | $2126239.91    | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A3                                              | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    253222 | PA      | $254130.52     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8328                                                    | CUSIP: 3132D6HD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1551595 | PA      | $1579456.07    | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS-A                                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     15881 | NS      | $99573.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01837                                                    | CUSIP: 3128LXBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149620 | PA      | $151484.19     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1549571.11    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                                             | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    790000 | PA      | $660914.78     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                                                            | INTEGER HOLDINGS                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     20627 | NS      | $2536502.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514216.38     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2660                                                    | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1351830 | PA      | $1330425.13    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2540000 | PA      | $1660514.80    | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1754374.06    | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423906                                                    | CUSIP: 36206W3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        44 | PA      | $44.70         | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    825000 | PA      | $880038.71     | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78661000 | PA      | $75840265.31   | 0.13%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681435.76     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Buckle Inc/The                                                                   | THE BUCKLE INC                                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     19438 | NS      | $881513.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                                             | JOHNSON OUTDOO-A                                             | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $88660.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                                           | ALARM.COM HOLDIN                                             | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     28808 | NS      | $1629668.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2093197.85    | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                                                           | FLAGSTAR FINANCI                                             | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    203605 | NS      | $2158213.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                                              | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    510000 | PA      | $586882.63     | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $604040.84     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021016.16    | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                                                    | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10902 | PA      | $10838.48      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                                                    | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    404647 | PA      | $393786.53     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228305.40     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                                              | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421351.78     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mersana Therapeutics Inc                                                         | MERSANA THERAPEU                                             | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     62671 | NS      | $18550.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15660                                                    | CUSIP: 3128PVJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10289 | PA      | $10248.43      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                                                    | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11998 | PA      | $12511.27      | 0.00%             | 2039-12-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Airgain Inc                                                                      | AIRGAIN INC                                                  | CUSIP: 00938A104<br>LEI: 549300LL8ZO53X8A5U98 | Long             | EC               | CORP              | US        |      8585 | NS      | $35627.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678566.94     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267032.14     | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786597                                                    | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    539310 | PA      | $526368.61     | 0.00%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franklin Electric Co Inc                                                         | FRANKLIN ELEC CO                                             | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     23893 | NS      | $2144157.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     36263 | NS      | $19906936.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   6141000 | PA      | $6962057.84    | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                                                    | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4542378 | PA      | $4631447.42    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5542                                                    | CUSIP: 3140QREQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1313300 | PA      | $1320268.52    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                                               | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20727 | NS      | $4117418.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548209.01     | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                   | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379207.51     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259751.27     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| First Savings Financial Group Inc                                                | FIRST SAVINGS FI                                             | CUSIP: 33621E109<br>LEI: 549300BD6X6E6468JI14 | Long             | EC               | CORP              | US        |      2109 | NS      | $52809.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                                              | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406677.42     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1129917.54    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257228.31     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                                               | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    740000 | PA      | $766549.60     | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1132                                                    | CUSIP: 3132DNHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169012 | PA      | $158409.82     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9964                                                    | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2717293 | PA      | $2670197.46    | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A3                                              | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423791 | PA      | $427101.26     | 0.00%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Maplebear Inc                                                                    | MAPLEBEAR INC                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118002 | NS      | $5338410.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3655                                                    | CUSIP: 3132E0BY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2389127 | PA      | $2382392.79    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5931                                                    | CUSIP: 3133KMSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7496152 | PA      | $6021081.22    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC4876                                                    | CUSIP: 3140ASM21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200995 | PA      | $2104953.68    | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    892000 | PA      | $899871.45     | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400462.19     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS LTD                                                  | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32339 | NS      | $1361795.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                               | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271566.91     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ashland Inc                                                                      | ASHLAND INC                                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     29109 | NS      | $1463600.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483102.49     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     87162 | NS      | $43579256.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                                        | MINERALS TECH                                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     19377 | NS      | $1067091.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149999.57     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                                                 | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370403.35     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL I                                             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     59461 | NS      | $4221731.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5                                           | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $556679.81     | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                                                    | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163899 | PA      | $161757.60     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                                                | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499562.01     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                                                    | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55110 | PA      | $56817.26      | 0.00%             | 2043-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4158                                                    | CUSIP: 3140XKTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1568901 | PA      | $1470972.93    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A B                                               | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16143 | PA      | $16167.86      | 0.00%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                                              | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349381.35     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459586.10     | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698057.23     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506290.27     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1732178.12    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                                                    | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1795227 | PA      | $1567615.91    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177812.68     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A3                                              | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371892 | PA      | $372663.63     | 0.00%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 A5                                            | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1967 | PA      | $1953.91       | 0.00%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $498781.67     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011346.13    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    575000 | PA      | $367916.05     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607207.95     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A5                                             | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1947196.80    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918586.16     | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1559738.41    | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1846764.51    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253037                                                    | CUSIP: 31371JBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       652 | PA      | $681.95        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                                              | EXACT SCIENCES                                               | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    115494 | NS      | $6137351.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1247676.73    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $639155.32     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                        | APOLLO COMMERCIA                                             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     86173 | NS      | $834154.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                                                    | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    480824 | PA      | $469451.82     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $971864.24     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368219.60     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp                                                | MADISON SQUARE G                                             | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10305 | NS      | $2153229.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    790000 | PA      | $809053.15     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1700299.67    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6822                                                    | CUSIP: 3138A8SL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11129 | PA      | $11061.59      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookdale Senior Living Inc                                                      | BROOKDALE SR                                                 | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    121631 | NS      | $846551.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3818000 | PA      | $3616871.33    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    792093 | NS      | $34052078.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199371.71     | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $850592.52     | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75524600 | PA      | $66346590.80   | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| InfuSystem Holdings Inc                                                          | INFUSYSTEM HOLD                                              | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |      6650 | NS      | $41496.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DUPONT DE NEMOUR                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    228233 | NS      | $15654501.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                                   | TELEPHONE & DATA                                             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51141 | NS      | $1819596.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5                                            | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $961806.89     | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996609.05     | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529423.54    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                                       | COPART INC                                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    524871 | NS      | $25755419.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1230627.96    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171495.99     | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                                             | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1293207.26    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50652                                                    | CUSIP: 3128KCWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9613 | PA      | $10129.35      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30128                                                    | CUSIP: 31297KD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38207 | PA      | $39516.05      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252890.30     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M10 A2                                              | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187561 | PA      | $184103.56     | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                                                        | CLAROS MORTGAGE                                              | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     79600 | NS      | $226860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176433.04     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                                                    | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    413966 | PA      | $408500.31     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                  | COPAR 2021-1 A3                                              | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4791 | PA      | $4783.25       | 0.00%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1015440.00    | 0.00%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311037.00     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427519.66     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4654                                                    | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69707 | PA      | $68208.08      | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735591                                                    | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172995 | PA      | $174849.69     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $408011.56     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK                                        | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    400000 | PA      | $255137.08     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502883.55     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639048.94     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                             | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     99000 | PA      | $90912.08      | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5043                                                    | CUSIP: 3138AJS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9098 | PA      | $8997.16       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    286000 | PA      | $263934.17     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $305768.15     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                                                 | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471499.00     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                                                | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $301951.80     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886681.59    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bel Fuse Inc                                                                     | BEL FUSE INC-B                                               | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      7089 | NS      | $692524.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                                                      | GERMAN AMER BNCP                                             | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |     22058 | NS      | $849453.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347183.13     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                                                    | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7653 | PA      | $7582.52       | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1336661.01    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1002010.48    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS                                           | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    275000 | PA      | $267659.34     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675254.87     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9542                                                    | CUSIP: 36179YS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2168562 | PA      | $2207940.69    | 0.00%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    905000 | PA      | $892583.26     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5127                                                    | CUSIP: 31418EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1443300 | PA      | $1342613.03    | 0.00%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2900000 | PA      | $2828271.40    | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5586                                                    | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1255393 | PA      | $1255384.71    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                                               | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $674130.53     | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342257.34     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                                                    | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1307506 | PA      | $1360014.84    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $542834.55     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                                                    | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7495 | PA      | $7804.24       | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                                                      | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    343518 | PA      | $348050.18     | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                                                    | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    992041 | PA      | $916304.19     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $360631.92     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230598.02     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                                                    | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2612198 | PA      | $2400001.31    | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1291462.83    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A76258                                                    | CUSIP: 3128L95T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51725 | PA      | $53626.90      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $643108.57     | 0.00%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $314781.21     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                                                    | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217605 | PA      | $215154.74     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7937                                                    | CUSIP: 3140MMZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    897877 | PA      | $837905.39     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1040393.28    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                                                    | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599088 | PA      | $525191.05     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8439                                                    | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850029 | PA      | $1881680.44    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                                                    | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2580161 | PA      | $2421997.81    | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                   | WFCM 2019-C50 A5                                             | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $671776.98     | 0.00%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN                                        | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    540000 | PA      | $569162.21     | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                                                    | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12900839 | PA      | $10518368.57   | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                                                      | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    325000 | PA      | $265237.36     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                                                    | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2268602 | PA      | $2075100.79    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339066.30     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $809789.74     | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286593.37     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                                                             | PTC THERAPEUTICS                                             | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     47345 | NS      | $2312329.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV                                        | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $514056.21     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4                                             | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989648.00     | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430002.08     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                                                    | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    529400 | PA      | $474517.22     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1067028.95    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                                                       | VISHAY INTERTECH                                             | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     75188 | NS      | $1193985.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2740291.01    | 0.00%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212331.79     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    388000 | PA      | $363861.27     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8026                                                    | CUSIP: 3132D54K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    740120 | PA      | $699608.06     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    810000 | PA      | $874620.63     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1050920.27    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $732915.27     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838939.32     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1004916 | NS      | $143893922.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518027.41     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Geospace Technologies Corp                                                       | GEOSPACE TECHNOL                                             | CUSIP: 37364X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5246 | NS      | $74807.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                                      | HAWKINS INC                                                  | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     11595 | NS      | $1647649.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590232.88     | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                                                    | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234735 | PA      | $232166.87     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                                                    | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127970 | PA      | $118845.94     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $632233.72     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1886                                                    | CUSIP: 3138AFCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185742 | PA      | $183801.61     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                                                    | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    833924 | PA      | $741945.50     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY4493                                                    | CUSIP: 3140NL7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429775 | PA      | $430443.74     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cue Biopharma Inc                                                                | CUE BIOPHARMA IN                                             | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |     25288 | NS      | $17254.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    665000 | PA      | $595452.49     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                                                | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594128.47     | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697946                                                    | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10634 | PA      | $10748.92      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730728.29     | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272615.60     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                                              | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    426238 | NS      | $4893212.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                                                    | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92297 | PA      | $89802.93      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984043.99     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                                              | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252514.20     | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                                                    | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478126 | PA      | $461451.08     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $968810.46     | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2647941.22    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNTINGTON INGAL                                             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     23463 | NS      | $5665375.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544658.30     | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                                                  | FOOT LOCKER INC                                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     56726 | NS      | $1389787.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8547                                                    | CUSIP: 3140QUP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1167774 | PA      | $1210742.91    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1902186.69    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                                                    | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    524365 | PA      | $494612.23     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                                                   | ALTICE USA INC-A                                             | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    136545 | NS      | $292206.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                                                    | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    917685 | PA      | $807070.70     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1558428.49    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| StepStone Group Inc                                                              | STEPSTONE GROU-A                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40453 | NS      | $2245141.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                                                    | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84405 | PA      | $80038.09      | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                                                     | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3859 | PA      | $3932.67       | 0.00%             | 2040-11-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   1200000 | PA      | $1025396.73    | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                                            | US FOODS HOLDING                                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    140840 | NS      | $10846088.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                                                  | MACROGENICS INC                                              | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     38094 | NS      | $46093.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM                                             | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394755.96     | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635493.76     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                                                    | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    825585 | PA      | $842704.63     | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                                                    | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101056 | PA      | $97438.07      | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     79982 | NS      | $71643076.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8378                                                    | CUSIP: 3132DWJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1201435 | PA      | $1266867.59    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166628.74     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13006000 | PA      | $9946033.64    | 0.02%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Atea Pharmaceuticals Inc                                                         | ATEA PHARMACEUTI                                             | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46519 | NS      | $167468.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                                                    | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1330624 | PA      | $1331446.45    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256969.29     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                                                    | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2296253 | PA      | $1932595.46    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432802.78     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2403                                                    | CUSIP: 3132DPU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1163388 | PA      | $1188744.96    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $540075.86     | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX                                         | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $319285.17     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                             | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $969363.55     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                                                    | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27415 | PA      | $27303.42      | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                                                    | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    541559 | PA      | $454946.24     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                                                    | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107963 | PA      | $109369.31     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862769.55     | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WD-40 Co                                                                         | WD-40 CO                                                     | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      8293 | NS      | $1891550.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                                         | CHICAGO ATLANTIC                                             | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8900 | NS      | $124244.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $742907.87     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                                                | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    160260 | NS      | $1661896.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH                                         | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    375000 | PA      | $306706.43     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                                                    | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4570507 | PA      | $3773060.43    | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00452                                                    | CUSIP: 31292GQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $26.87         | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $618686.12     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120032.82    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AtriCure Inc                                                                     | ATRICURE INC                                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27817 | NS      | $911563.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981902.61     | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                                                    | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    707271 | PA      | $680691.18     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784114                                                    | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    279296 | PA      | $258022.29     | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542275.98     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1435636.60    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                                             | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201824.91     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                                                    | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168236 | PA      | $164911.81     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                                                    | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328193 | PA      | $310066.39     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604145.58     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735383                                                    | CUSIP: 31402Q6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87044 | PA      | $87996.10      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                                                    | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15054 | PA      | $16325.29      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45154000 | PA      | $45309216.88   | 0.08%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5163420.53    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7768                                                    | CUSIP: 3140HMT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265715 | PA      | $258002.25     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4454612.51    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0025                                                    | CUSIP: 36179MA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94961 | PA      | $96201.13      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325642.27     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                                               | SPORTSMAN'S WARE                                             | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     25100 | NS      | $86595.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERGL9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5102690.00    | 0.01%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 A3                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502623.40     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    849000 | PA      | $868171.68     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2511118.41    | 0.00%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                         | ACADIA HEALTHCAR                                             | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     54117 | NS      | $1227914.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                              | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $716169.18     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                                                     | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42269 | PA      | $42831.46      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2307454.18    | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7249                                                    | CUSIP: 3138A9BT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5553 | PA      | $5519.10       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                                                    | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    609408 | PA      | $545659.95     | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                                                    | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426393 | PA      | $414682.24     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639554.72     | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings Inc                                                | SUN COUNTRY HOLD                                             | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     32077 | NS      | $376904.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31645000 | PA      | $29542338.17   | 0.05%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508880.83     | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7473                                                    | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111067 | PA      | $101062.09     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                                                    | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294568 | PA      | $282468.86     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    600000 | PA      | $356815.11     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SkyWater Technology Inc                                                          | SKYWATER TECHNOL                                             | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24420 | NS      | $240292.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PENNYMAC FINANCI                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     17394 | NS      | $1733138.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                                                    | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3761641 | PA      | $3190596.41    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAG                                             | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     47640 | NS      | $5471930.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    435000 | PA      | $339212.29     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5                                            | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $155217.46     | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $569886.89     | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1855303 | PA      | $1958245.24    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                                                 | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417949.21     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446398.79     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LifeMD Inc                                                                       | LIFEMD INC                                                   | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23838 | NS      | $324673.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                                                  | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221738.82     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Photronics Inc                                                                   | PHOTRONICS INC                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     41747 | NS      | $786096.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibikase Therapeutics Inc                                                      | INHIBIKASE THERA                                             | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |     44358 | NS      | $86498.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB                                        | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    600000 | PA      | $402791.10     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc                                                          | DENALI THERAPEUT                                             | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     72843 | NS      | $1019073.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574433.93     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1555000 | PA      | $1632588.06    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                                                    | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400995.75     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1927795.98    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                                              | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514300.75     | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                                                    | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227527 | PA      | $214152.20     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chegg Inc                                                                        | CHEGG INC                                                    | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     61656 | NS      | $74603.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A4                                              | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100559.30     | 0.00%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506601                                                    | CUSIP: 36210YX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       356 | PA      | $365.84        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A3                                              | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $302086.62     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    301000 | PA      | $316331.62     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    575000 | PA      | $581283.18     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1385128.93    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8507                                                    | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4157047 | PA      | $4225569.96    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1509096.44    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01527                                                    | CUSIP: 31292HVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25768 | PA      | $26495.75      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN2078                                                    | CUSIP: 3131Y8JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88237 | PA      | $83225.76      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1260000 | PA      | $1382019.66    | 0.00%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HF Foods Group Inc                                                               | HF FOODS GROUP I                                             | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     25551 | NS      | $81252.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5703                                                    | CUSIP: 3140QRKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332107 | PA      | $340798.42     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                                                    | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    613848 | PA      | $573031.88     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $327711.00     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302982.80     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                                                    | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    393001 | PA      | $393125.35     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40528000 | PA      | $39806095.00   | 0.07%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08534                                                    | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1537387 | PA      | $1397467.37    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN                                             | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    422000 | PA      | $408138.76     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $949874.61     | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A3                                              | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79497 | PA      | $79314.19      | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1385222.69    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                                                    | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184888 | PA      | $177602.08     | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1780721.40    | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                 | ZIPRECRUITER INC                                             | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     36708 | NS      | $183907.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    463000 | PA      | $461599.34     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                                                  | CUSIP: 43358BAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   1705000 | PA      | $1755762.41    | 0.00%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $312914.27     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    456703 | NS      | $95692979.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                                                    | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228407 | PA      | $218647.72     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                                                    | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1552464 | PA      | $1587757.33    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                                              | CUSIP: 892331AP4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504812.34     | 0.00%             | 2026-07-13      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    302000 | PA      | $266501.22     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $947365.61     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12758000 | PA      | $10249757.30   | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Immuneering Corp                                                                 | IMMUNEERING CO-A                                             | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20162 | NS      | $67945.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1115917.72    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $275029.01     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218980.72     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                                               | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512141.59     | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0030                                                    | CUSIP: 3138EGA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22389 | PA      | $23154.22      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                                                    | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    770650 | PA      | $737248.79     | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                                             | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1772885.90    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513628.68     | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                                  | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392117.45     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80391                                                    | CUSIP: 31335GNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       195 | PA      | $195.57        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $829027.13     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                                                    | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2627590 | PA      | $2092475.65    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chemung Financial Corp                                                           | CHEMUNG FINL CRP                                             | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2549 | NS      | $123550.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945347.67     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36814000 | PA      | $35689447.16   | 0.06%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                                               | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $978991.17     | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2440000 | PA      | $1814682.24    | 0.00%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                 | BOOZ ALLEN HAMIL                                             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     74541 | NS      | $7761954.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2491                                                    | CUSIP: 3138Y3XV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139625 | PA      | $133601.21     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $969239.00     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219256.08     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1567496.85    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256621.70     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                                               | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $555891.50     | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                                                    | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    717680 | PA      | $678042.54     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                                                       | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $585881.78     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP                                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     17295 | NS      | $1164645.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8172                                                    | CUSIP: 31418WCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1605 | PA      | $1600.25       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A3                                              | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103666 | PA      | $103209.45     | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                                                    | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14882 | PA      | $15468.98      | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                                  | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243887.52     | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    950000 | PA      | $975509.17     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339756.80     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826735.10     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                                                    | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    296180 | PA      | $271365.06     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   3752000 | PA      | $3741051.07    | 0.01%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136194.24     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47659000 | PA      | $48105803.13   | 0.08%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A4                                              | CUSIP: 05602RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24870.58      | 0.00%             | 2028-12-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1690796.33    | 0.00%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1493970.79    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18472                                                    | CUSIP: 3128MMQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1011439 | PA      | $989138.58     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34370000 | PA      | $33142883.42   | 0.06%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    950000 | PA      | $890173.41     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                                                    | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1085209 | PA      | $1047035.57    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                                             | CITY OFFICE REIT                                             | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     23669 | NS      | $126392.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00748                                                    | CUSIP: 31292GZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6781 | PA      | $6923.42       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                                                    | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12439 | PA      | $12854.59      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    192338 | NS      | $20041619.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    550000 | PA      | $402666.57     | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $340883.17     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                                                    | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1753843 | PA      | $1765340.83    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EART 2021-3A D                                               | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111983 | PA      | $110066.67     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8151                                                    | CUSIP: 3132DWBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2412382 | PA      | $2006962.96    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1065869.36    | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880085.80     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                                                 | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $485718.42     | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                                                | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    650000 | PA      | $370112.66     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                                              | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $412433.38     | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1089480.81    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                                                    | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    956021 | PA      | $988211.10     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                                             | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3452423.91    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Holdings Corp                                                          | PARK OHIO HLDGS                                              | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7030 | NS      | $125555.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2602559.82    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                                               | NORWEGIAN CRUISE                                             | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269178 | NS      | $5458929.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    875000 | PA      | $618573.63     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5                                            | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $581404.46     | 0.00%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1177343.63    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482669.83     | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020416.05    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransAct Technologies Inc                                                        | TRANSACT TECH                                                | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5458 | NS      | $19703.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                                              | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225899.73     | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473860.72     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92478                                                    | CUSIP: 312940XF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30555 | PA      | $30305.59      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35298000 | PA      | $36401062.50   | 0.06%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1332253.02    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519388.16    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                                              | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $146844.65     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                   | BLACKSTONE INC                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    442119 | NS      | $66132160.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                                                    | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    380156 | PA      | $351078.17     | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    475000 | PA      | $385496.23     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322289.84     | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2358429.06    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                                            | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    985000 | PA      | $1035789.75    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                                                    | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233077 | PA      | $205784.23     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN F                                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     59703 | NS      | $3665167.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                                              | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321443.70     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                                                    | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12062 | PA      | $11893.54      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harmonic Inc                                                                     | HARMONIC INC                                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     73673 | NS      | $697683.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 451524                                                    | CUSIP: 36208HSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $41.36         | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vicor Corp                                                                       | VICOR CORP                                                   | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     14228 | NS      | $645382.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    809723 | NS      | $118235752.46  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492255.41     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 519202                                                    | CUSIP: 31384BX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       217 | PA      | $227.97        | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                                              | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716816.42     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Univest Financial Corp                                                           | UNIVEST FINANCIA                                             | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     16579 | NS      | $498033.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189617.09     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL                                             | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    412000 | PA      | $355038.52     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                                                    | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2952558 | PA      | $2605665.36    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                                                | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $293754.70     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735036                                                    | CUSIP: 31402QSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86057 | PA      | $88690.83      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    291000 | PA      | $250718.35     | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1609216.19    | 0.00%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7918                                                    | CUSIP: 3133KPYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95620 | PA      | $89113.92      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Neumora Therapeutics Inc                                                         | NEUMORA THERAPEU                                             | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41991 | NS      | $30792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                                              | ARCHER AVIATIO-A                                             | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    268354 | NS      | $2911640.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442979.92     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $531576.58     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5224                                                    | CUSIP: 31416NYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29375 | PA      | $29111.42      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274803.49     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ranger Bermuda Topco Ltd                                                         | KESTREL GROUP                                                | CUSIP: G5260K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1785 | NS      | $47338.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08816                                                    | CUSIP: 3128MJ4A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39486 | PA      | $36225.01      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704827.35     | 0.00%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2728                                                    | CUSIP: 3138WCA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10687 | PA      | $10516.89      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                                                    | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2467474 | PA      | $2069760.92    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUB SERV ENTERP                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    303009 | NS      | $25507297.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                                               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     49448 | NS      | $1135326.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503350.93     | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3140                                                    | CUSIP: 3138WCP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1356 | PA      | $1260.42       | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511343.50     | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                 | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    542000 | PA      | $508868.07     | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                                                 | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $890321.90     | 0.00%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5996                                                    | CUSIP: 3140XMUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4720324 | PA      | $4812882.22    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                      | APELLIS PHARMACE                                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     65314 | NS      | $1130585.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489103.53     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Upland Software Inc                                                              | UPLAND SOFTWARE                                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     21208 | NS      | $41355.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1266639.23    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                                                    | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88737 | PA      | $89765.12      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingsway Financial Services Inc                                                  | KINGSWAY FINL                                                | CUSIP: 496904202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $134046.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                                               | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $333143.97     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR                                             | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228303.94     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                                             | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301494.86     | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Scholastic Corp                                                                  | SCHOLASTIC CORP                                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13210 | NS      | $277145.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2530244.83    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500827.18     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 AS                                           | CUSIP: 06541BBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152091.33     | 0.00%             | 2056-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 423903                                                    | CUSIP: 36206W3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        18 | PA      | $17.69         | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34254000 | PA      | $33584976.56   | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $573365.26     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                                                    | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630569 | PA      | $606989.83     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A3                                              | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100499.71     | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                                                    | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2201576 | PA      | $2091677.50    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2247                                                    | CUSIP: 3132DPP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1373708 | PA      | $1388294.82    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2                                            | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121918 | PA      | $120599.57     | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3659                                                    | CUSIP: 3140XKB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1227912 | PA      | $1239415.20    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                                                    | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157229 | PA      | $147098.70     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08858                                                    | CUSIP: 3128MJ5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6385 | PA      | $6199.20       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWFG Inc                                                                         | TWFG INC                                                     | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8661 | NS      | $303135.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    620000 | PA      | $535576.53     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    900000 | PA      | $661603.99     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MediaAlpha Inc                                                                   | MEDIAALPHA INC-A                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19925 | NS      | $218178.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 A4                                             | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    289830 | PA      | $288687.93     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                                                    | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101038 | PA      | $99144.77      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        43 | NC      | $93387.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507900.80    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                                | EW SCRIPPS-A                                                 | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     44261 | NS      | $130127.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $439002.49     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2847                                                    | CUSIP: 3140QNEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3132405 | PA      | $2498399.77    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Century Casinos Inc                                                              | CENTURY CASINOS                                              | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |     15363 | NS      | $32492.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8436                                                    | CUSIP: 3132DWLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1744982 | PA      | $1669111.57    | 0.00%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                                                    | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    606066 | PA      | $556833.05     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    494000 | PA      | $503459.74     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TScan Therapeutics Inc                                                           | TSCAN THERAPEUTI                                             | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27590 | NS      | $40005.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1353194.44    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DiaMedica Therapeutics Inc                                                       | DIAMEDICA THERAP                                             | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24554 | NS      | $95760.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                                                    | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6290932 | PA      | $5562576.05    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                                             | GENERAC HOLDINGS                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     34795 | NS      | $4982991.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 570980                                                    | CUSIP: 31386RJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8882 | PA      | $9165.20       | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79432000 | PA      | $80220113.98   | 0.14%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1283323.03    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848983                                                    | CUSIP: 31408EFY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24492 | PA      | $25324.19      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                                                    | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       796 | PA      | $823.61        | 0.00%             | 2039-07-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Tenaya Therapeutics Inc                                                          | TENAYA THERAPEUT                                             | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58500 | NS      | $35755.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     54183 | NS      | $10210786.35   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2702775.15    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190655.49     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    875000 | PA      | $886955.55     | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255969.84     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A3                                               | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1266673.63    | 0.00%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    444000 | PA      | $452490.59     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7739                                                    | CUSIP: 3140QFS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1472495 | PA      | $1237455.10    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419848.72     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202094.55     | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                                                    | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128196 | PA      | $132234.77     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGP Ingredients Inc                                                              | MGP INGREDIENTS                                              | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      8024 | NS      | $240479.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                                                    | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1574946 | PA      | $1374771.80    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     63039 | NS      | $7356020.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                                                    | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125731 | PA      | $1088949.60    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $355314.18     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United Bankshares Inc/WV                                                         | UNITED BANKSHS                                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     81020 | NS      | $2951558.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065333.02    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1500938.34    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8261                                                    | CUSIP: 3132D6FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    633497 | PA      | $645664.04     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A4                                              | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250497.05     | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                                                 | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $610228.01     | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4627                                                    | CUSIP: 3138EMD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32985 | PA      | $33910.58      | 0.00%             | 2043-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438574.30     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                             | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388007.87     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                                           | OFFERPAD SOLUTIO                                             | CUSIP: 67623L307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10420 | NS      | $9482.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA                                             | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554019.36     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2014                                                    | CUSIP: 3133KHGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4291474 | PA      | $3874248.41    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Green Dot Corp                                                                   | GREEN DOT CORP-A                                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29098 | NS      | $313676.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2604                                                    | CUSIP: 3140XH3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1256843 | PA      | $1247114.06    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A4                                              | CUSIP: 92867UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201693.42     | 0.00%             | 2028-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA5998                                                    | CUSIP: 3140A6UY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1050012 | PA      | $1032286.67    | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                                                 | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512429.70     | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                                                    | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360460 | PA      | $322617.20     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                                                    | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2225104 | PA      | $1963558.64    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1011283.16    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                                                   | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456530.59     | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                                              | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519920.85     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $644371.12     | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                                                    | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    332764 | PA      | $300558.51     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1913323.92    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN                                             | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614704.70     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 446811                                                    | CUSIP: 36208CKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       420 | PA      | $424.44        | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1675029.70    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                                                    | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11499 | PA      | $11875.93      | 0.00%             | 2036-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                        | AGIOS PHARMACEUT                                             | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     34831 | NS      | $1158479.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                           | IDEXX LABS                                                   | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     48495 | NS      | $26009808.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                                                    | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474522 | PA      | $457105.54     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    638000 | PA      | $618407.25     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298217.59     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                                                    | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33422 | PA      | $33764.14      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3179321.91    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    450000 | PA      | $491739.20     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                                                    | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343812 | PA      | $331541.39     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                              | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1550000 | PA      | $1562001.57    | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    595000 | PA      | $526988.31     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GrafTech International Ltd                                                       | GRAFTECH INTERNA                                             | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    143000 | NS      | $139081.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   4500000 | PA      | $4571028.12    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0916                                                    | CUSIP: 3140XGAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2082301 | PA      | $1802025.22    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624476.61     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bicara Therapeutics Inc                                                          | BICARA THERAPEUT                                             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30861 | NS      | $286698.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933890.51     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                                                    | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2152862 | PA      | $2125977.11    | 0.00%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    875000 | PA      | $905616.43     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                                               | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95199.31      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ                                        | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $122264.12     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Atossa Therapeutics Inc                                                          | ATOSSA THERAPEUT                                             | CUSIP: 04962H506<br>LEI: 549300QRKP1JTNHD2366 | Long             | EC               | CORP              | US        |     98096 | NS      | $81419.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760121.55     | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     96935 | NS      | $14938652.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                                         | METROCITY BANKSH                                             | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     12006 | NS      | $343131.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                                                | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205473.55     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $379543.58     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828096.12     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2118000 | PA      | $2189296.18    | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1049145.93    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497386.73     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                                      | CDW CORP/DE                                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     78970 | NS      | $14103252.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    104101 | NS      | $3601894.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                                                    | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43215 | PA      | $44602.17      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                                              | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101583.15     | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                                                    | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1583238 | PA      | $1373599.19    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                                               | COOPER COS INC                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    121097 | NS      | $8617262.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                                        | UDEMY INC                                                    | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     63982 | NS      | $449793.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                                                    | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13409 | PA      | $13540.27      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fabrinet                                                                         | FABRINET                                                     | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |     21588 | NS      | $6361551.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                                                 | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460638.95     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0028                                                    | CUSIP: 3132ACA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2607063 | PA      | $2343328.15    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aardvark Therapeutics Inc                                                        | AARDVARK THERAPE                                             | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $8963.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G06877                                                    | CUSIP: 3128M86N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26279 | PA      | $27685.05      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $428045.47     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL-B                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    442219 | NS      | $44637585.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7736                                                    | CUSIP: 3140QTS26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2222777 | PA      | $2264278.28    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Beta Bionics Inc                                                                 | BETA BIONICS INC                                             | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4474 | NS      | $65141.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN AL9105                                                    | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409329 | PA      | $399494.54     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234036.47     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                                                      | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239735 | PA      | $230943.51     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $853959.46     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vimeo Inc                                                                        | VIMEO INC                                                    | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     85713 | NS      | $346280.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    375000 | PA      | $348812.87     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5442                                                    | CUSIP: 31418FBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2167053 | PA      | $2072661.61    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 7/25                                                | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2270812.72    | 0.00%             | 2025-07-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                                             | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    426000 | PA      | $465083.13     | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                                                | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   1435000 | PA      | $1515548.85    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                                                    | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38266 | PA      | $35335.24      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1893                                                    | CUSIP: 3132DPC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1085958 | PA      | $1077128.05    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     94631 | NS      | $2308050.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $963830.29     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556791.85     | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    783645 | NS      | $25907303.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1775000 | PA      | $1735202.63    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22936000 | PA      | $23034553.01   | 0.04%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                                                  | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    284000 | PA      | $276047.32     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                                               | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $116886.66     | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | CLEAR CHANNEL OU                                             | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181601 | NS      | $212473.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89831                                                    | CUSIP: 3129364Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17882 | PA      | $18931.41      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Knowles Corp                                                                     | KNOWLES CORP                                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     52453 | NS      | $924221.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                             | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743844.78     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1034592.40    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1692351.22    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    613585 | NS      | $157930643.15  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                                            | UNITED FIRE GROU                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10744 | NS      | $308352.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL                                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    275000 | PA      | $234422.10     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                                                 | BABCOCK & WILCOX                                             | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     35646 | NS      | $34295.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                                                    | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    914656 | PA      | $862653.00     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1670106.07    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986417.37     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01786                                                    | CUSIP: 31292H6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18609 | PA      | $19175.98      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                                              | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    391000 | PA      | $380828.72     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $209083.57     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                                              | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $942508.66     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512047.86     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563897.81     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Forge Global Holdings Inc                                                        | FORGE GLOBAL HOL                                             | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5297 | NS      | $100854.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                                                    | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    906960 | PA      | $934380.22     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                                               | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $228255.80     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2                                            | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $484824.25     | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1791517.84    | 0.00%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                                                    | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    457873 | PA      | $450033.39     | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 A5                                               | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527651.55     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS                                             | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $313550.90     | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77913                                                    | CUSIP: 31288GYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98502 | PA      | $101370.27     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274700.81     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $337220.14     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 645827                                                    | CUSIP: 31390GPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1674 | PA      | $1774.18       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253480                                                    | CUSIP: 31371JQ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       170 | PA      | $177.79        | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A4                                              | CUSIP: 65480MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $513655.25     | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                                                    | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1084277 | PA      | $1001689.01    | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786317                                                    | CUSIP: 3622AB4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    762468 | PA      | $752410.03     | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ1787                                                    | CUSIP: 3133CR6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6530000 | PA      | $6642943.01    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3                                         | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    276631 | PA      | $280546.65     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $386800.92     | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13585                                                    | CUSIP: 3128PS6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14367 | PA      | $14315.78      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesco Inc                                                                      | GENESCO INC                                                  | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      6592 | NS      | $129796.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                                            | VERA THERAPEUTIC                                             | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29676 | NS      | $699166.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9649                                                    | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1103456 | PA      | $1086121.40    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44102000 | PA      | $44207086.69   | 0.08%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelzoo                                                                        | TRAVELZOO                                                    | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      5176 | NS      | $65890.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225807.44     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    565674 | NS      | $13836386.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                                                            | SOLID BIOSCIENCE                                             | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36980 | NS      | $180092.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                                                    | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    551898 | PA      | $489278.72     | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                             | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794083.25     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5651                                                    | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    791788 | PA      | $810035.11     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293748.06     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                                                      | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    211050 | PA      | $203789.57     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    257740 | NS      | $345147366.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                                         | ADURO BIOTECH CVR                                            | CUSIP: N/A<br>LEI: 549300X0O3003W5QYQ48       | Long             | EC               | CORP              | US        |      6844 | NS      | $1259.23       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Union Bankshares Inc/Morrisville VT                                              | UNION BANKSHARES                                             | CUSIP: 905400107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2941 | NS      | $78289.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260171.56     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextDecade Corp                                                                  | NEXTDECADE CORP                                              | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |    112300 | NS      | $1000593.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635867.99     | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A3                                               | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $252812.35     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL                                             | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479651.20     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIRO Group Holdings Inc                                                          | AIRO GROUP HOLDI                                             | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |      1110 | NS      | $26717.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc                                                          | PRIVIA HEALTH GR                                             | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62389 | NS      | $1434947.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                                                      | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175628 | PA      | $169318.05     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $699677.28     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $591155.42     | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    848000 | PA      | $515384.86     | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546247.27     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ardent Health Partners Inc                                                       | ARDENT HEALTH IN                                             | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7952 | NS      | $108624.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   6000000 | PA      | $5197829.13    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pyxis Oncology Inc                                                               | PYXIS ONCOLOGY I                                             | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26643 | NS      | $29307.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1096870.55    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    173293 | NS      | $29849719.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98884.00      | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY                                             | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    525000 | PA      | $534744.83     | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384787.71     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Heritage Financial Corp/WA                                                       | HERITAGE FINL                                                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21194 | NS      | $505264.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H                                         | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2396806.43    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $972003.93     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                                           | CUSIP: 13063D7E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107198.36     | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                                                    | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38282 | PA      | $36655.66      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA                                             | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1240360.82    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Finwise Bancorp                                                                  | FINWISE BANCORP                                              | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $19603.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                                       | IMPINJ INC                                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     15863 | NS      | $1761903.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                   | BMWOT 2024-A A3                                              | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $379727.81     | 0.00%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                                                    | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168137 | PA      | $159159.33     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787108                                                    | CUSIP: 3622ACYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3018729 | PA      | $3155011.01    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                                                    | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212734 | PA      | $206313.53     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $625446.79     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                                                    | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139077 | PA      | $132482.37     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                   | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $971613.10     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $3623697.09    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                                                    | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3778598 | PA      | $3457481.39    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ServisFirst Bancshares Inc                                                       | SERVISFIRST BANC                                             | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30721 | NS      | $2381184.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1283146.62    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1065099.51    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $943093.56     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510333.92     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                                                    | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9796692 | PA      | $9812097.02    | 0.02%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS IN                                             | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    137338 | NS      | $36743408.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A4                                              | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99695.37      | 0.00%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6255                                                    | CUSIP: 3140QD5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2306915 | PA      | $1952382.89    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1247                                                    | CUSIP: 3138A2L56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2454 | PA      | $2438.70       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   3775000 | PA      | $3736610.92    | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3430                                                    | CUSIP: 3138A4Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10441 | PA      | $10386.12      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capricor Therapeutics Inc                                                        | CAPRICOR THERAPE                                             | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |     22929 | NS      | $227684.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics Inc                                                        | MIRAGEN THER-CVR                                             | CUSIP: 901535101<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     36076 | NS      | $721.52        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED                                             | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $971817.25     | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                                                    | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4202815 | PA      | $4148688.35    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                                                    | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2619080 | PA      | $2419587.89    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    825000 | PA      | $706252.15     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                                                    | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287785 | PA      | $284072.68     | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | DRIVE 2025-1 A3                                              | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502082.05     | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2328304.76    | 0.00%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group Inc                                                 | HELIX ENERGY SOL                                             | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     89793 | NS      | $560308.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249330.37     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $493319.97     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299731.07     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302205.90     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $508592.85     | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                         | CROWDSTRIKE HO-A                                             | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |    143206 | NS      | $72936247.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                                                    | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3427051 | PA      | $3068557.92    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $656437.49     | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                                                | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    800000 | PA      | $684251.01     | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837243.03     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411735.13     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452534.19     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                                              | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     60071 | NS      | $2616692.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K537 A2                                                 | CUSIP: 3137HKPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326000 | PA      | $329087.61     | 0.00%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484034.20     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA                                             | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359522 | PA      | $321243.30     | 0.00%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502909.84     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    889000 | PA      | $886274.61     | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                                                    | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181801 | PA      | $175408.46     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                                                    | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7260763 | PA      | $7384983.39    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7878                                                    | CUSIP: 3140XPXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1795012 | PA      | $1838062.94    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4                                            | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $383625.40     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                                                    | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148470 | PA      | $146935.35     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585568.40     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                                                    | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       870 | PA      | $914.78        | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | ALNYLAM PHARMACE                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     79191 | NS      | $25823393.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $576170.52     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $207459.84     | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dyadic International Inc                                                         | DYADIC INTERNATI                                             | CUSIP: 26745T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17910 | NS      | $17730.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                                                    | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21274 | PA      | $21520.93      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARK Inc                                                                         | BARK INC                                                     | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62355 | NS      | $54841.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                                                    | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4131557 | PA      | $3490153.67    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Protara Therapeutics Inc                                                         | PROTARA THERAPEU                                             | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |     20334 | NS      | $61612.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6293                                                    | CUSIP: 3140XM7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352533 | PA      | $365299.92     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   2310000 | PA      | $1558174.05    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                                             | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $290237.95     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                                                    | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1308802 | PA      | $1140000.35    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $489287.98     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4815                                                    | CUSIP: 3140XLK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591463 | PA      | $511852.96     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 409997                                                    | CUSIP: 31378VNN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       651 | PA      | $684.83        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A3                                              | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89599 | PA      | $89336.04      | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511080.64     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6775                                                    | CUSIP: 3140XNQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    945135 | PA      | $998085.95     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    835000 | PA      | $853091.76     | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27123                                                    | CUSIP: 31297E4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23155 | PA      | $23936.96      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2332071.34    | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Montana Technologies Corp                                                        | AIRJOULE TECHNOL                                             | CUSIP: 612160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12411 | NS      | $57462.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                                                    | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12994 | PA      | $12769.02      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7310                                                    | CUSIP: 36179WDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1938681 | PA      | $1509387.63    | 0.00%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP                                             | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127893.59     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1915000 | PA      | $1986194.46    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2226818.24    | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513400.38     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 AM                                               | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $289227.30     | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63460000 | PA      | $59201238.75   | 0.10%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                                                    | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131198 | PA      | $129513.18     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5190                                                    | CUSIP: 31418EXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1206385 | PA      | $1208261.60    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364380.04     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2145975.41    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Green Plains Inc                                                                 | GREEN PLAINS INC                                             | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     41000 | NS      | $247230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elutia Inc                                                                       | ELUTIA INC                                                   | CUSIP: 05479K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23021 | NS      | $45581.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1133998.77    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0260                                                    | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3271189 | PA      | $3319600.28    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oportun Financial Corp                                                           | OPORTUN FINANCIA                                             | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |     18084 | NS      | $129481.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2094813.52    | 0.00%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54334                                                    | CUSIP: 3132XWY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    759282 | PA      | $696569.46     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tourmaline Bio Inc                                                               | TOURMALINE BIO I                                             | CUSIP: 89157D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23980 | NS      | $383440.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                                                  | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474025.25     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2047000 | PA      | $2108235.23    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1079695.88    | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $789359.76     | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6596000 | PA      | $6837545.11    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248348.47     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39680700 | PA      | $23301560.96   | 0.04%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM                                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    562834 | NS      | $165912206.52  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455681.33     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings Inc                                                | ALLISON TRANSMIS                                             | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     49491 | NS      | $4701150.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251899                                                    | CUSIP: 31371GX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       452 | PA      | $475.61        | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    729749 | NS      | $102792444.14  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                                                      | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    446654 | PA      | $417206.53     | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K754 A2                                                 | CUSIP: 3137HBC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $361267.94     | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                                                    | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122177 | PA      | $115664.49     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                                                 | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    750000 | PA      | $786600.22     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                                                    | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22243 | PA      | $22485.42      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $590091.71     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1341862.51    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                                                    | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80639 | PA      | $77136.87      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4                                            | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497917.10     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K059 A2                                                 | CUSIP: 3137BSRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $788866.24     | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                                                    | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    553484 | PA      | $510224.35     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                                                      | APPLIED OPTOELEC                                             | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     26771 | NS      | $687746.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $383097.39     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH                                           | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    425000 | PA      | $400870.80     | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                                                    | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232345 | PA      | $230002.01     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                                                    | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15464 | PA      | $16121.84      | 0.00%             | 2041-06-01      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $169520.04     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5673                                                    | CUSIP: 31418FJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4350017 | PA      | $4349988.38    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL                                             | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443034.34     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Atlas Energy Solutions Inc                                                       | ATLAS ENERGY SOL                                             | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44783 | NS      | $598748.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43345000 | PA      | $42261375.00   | 0.07%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462372                                                    | CUSIP: 36208VT54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1556 | PA      | $1575.64       | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5                                            | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $685637.05     | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    816000 | PA      | $827156.29     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30867000 | PA      | $30471516.56   | 0.05%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                                                    | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70564 | PA      | $64614.09      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2615027.57    | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    166000 | PA      | $168289.97     | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047057.09    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    306000 | PA      | $310314.15     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                                                    | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137615 | PA      | $132622.04     | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0511                                                    | CUSIP: 31417YR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68658 | PA      | $68609.28      | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53743                                                    | CUSIP: 3128KGEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83967 | PA      | $88429.87      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                                                    | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9476 | PA      | $9863.30       | 0.00%             | 2039-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                                              | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    845000 | PA      | $857657.34     | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $795776.86     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                                             | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634371.95     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9543                                                    | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4034609 | PA      | $4150245.10    | 0.01%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544706.02     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    875000 | PA      | $884128.20     | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PetMed Express Inc                                                               | PETMED EXPRESS                                               | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     17072 | NS      | $56679.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380316.69     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $890623.20     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335912.11     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399424.15     | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                                              | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517794.37     | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                                                    | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431651 | PA      | $427635.35     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1553492.32    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| ICF International Inc                                                            | ICF INTERNATIONA                                             | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     11456 | NS      | $970437.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A D                                               | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102026.58     | 0.00%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7522                                                    | CUSIP: 3140QTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3337194 | PA      | $3473301.16    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197963.28     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ecovyst Inc                                                                      | ECOVYST INC                                                  | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64335 | NS      | $529477.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2019331.34    | 0.00%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376296.23     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                                              | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447682.51     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550227.12     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Innovage Holding Corp                                                            | INNOVAGE HOLDING                                             | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68197 | NS      | $251646.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                                                | WM TECHNOLOGY IN                                             | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     33917 | NS      | $30389.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $6050247.00    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                                                    | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50322 | PA      | $47214.28      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   2125000 | PA      | $2113018.10    | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31575000 | PA      | $31905550.78   | 0.06%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                                               | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3086618.23    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4133373.21    | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263679.99     | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVB Financial Corp                                                               | CVB FINANCIAL                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84086 | NS      | $1664061.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                                        | INTELLIA THERAPE                                             | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     62743 | NS      | $588529.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451601.87     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| NeuroPace Inc                                                                    | NEUROPACE INC                                                | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15234 | NS      | $169706.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                                         | ANGI INC                                                     | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     26832 | NS      | $409456.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2758                                                    | CUSIP: 3132DQB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    615925 | PA      | $624197.35     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extreme Networks Inc                                                             | EXTREME NETWORKS                                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     80504 | NS      | $1445046.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                                                    | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286558 | PA      | $268044.52     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                                              | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     34166 | NS      | $1805843.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A3                                             | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402573.48     | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    346000 | PA      | $329614.32     | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2181                                                    | CUSIP: 3132DPM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1171741 | PA      | $1182718.71    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $304765.30     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                                               | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202723.12     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $617260.57     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263222.30     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    900000 | PA      | $794991.93     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                        | WARNER BROS DISC                                             | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1340996 | NS      | $15367814.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    525000 | PA      | $428764.48     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    775000 | PA      | $825205.72     | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                                                    | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1090839 | PA      | $995564.79     | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288650.87     | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                                               | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $579270.48     | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2027583.85    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $532102.16     | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                                                    | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1113765 | PA      | $991235.08     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bluerock Homes Trust Inc                                                         | BLUEROCK HOM                                                 | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $32414.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                                                    | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15405 | PA      | $15580.92      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                                                                        | CHEWY INC- CL A                                              | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    119578 | NS      | $5096414.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APPLICAT                                             | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     29033 | NS      | $3269406.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                                           | LUMEN TECHNOLOGI                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    608039 | NS      | $2663210.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697833.94     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    425000 | PA      | $360038.43     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128012.21     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     21637 | NS      | $3322577.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                                                    | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2815176 | PA      | $2469685.59    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4098                                                    | CUSIP: 3140XKRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    937742 | PA      | $951509.32     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    395000 | PA      | $294144.93     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 772641                                                    | CUSIP: 31404MLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35084 | PA      | $35458.34      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                                                    | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6061528 | PA      | $5231221.31    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1025957.05    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                                                    | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    848209 | PA      | $692095.32     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    194000 | PA      | $185217.86     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $570971.46     | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   6250000 | PA      | $6170268.19    | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                                                    | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400717 | PA      | $385075.13     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sonida Senior Living Inc                                                         | SONIDA SENIOR LI                                             | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |      6041 | NS      | $150722.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    919000 | PA      | $924978.95     | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                                                    | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113516 | PA      | $117159.23     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                                                    | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $426.33        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I                                             | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   1050000 | PA      | $1057178.70    | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Woodmark Corp                                                           | AMER WOODMARK CO                                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      8965 | NS      | $478462.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4                                            | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $379980.80     | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                                                    | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    826653 | PA      | $724169.31     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Holdings Inc                                                             | UPSTART HOLDINGS                                             | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     48522 | NS      | $3138402.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347082.23     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833755.53     | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483183.34     | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                                                    | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692967 | PA      | $654885.06     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                     | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1082929.66    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                             | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $637884.22     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                                                    | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    766469 | PA      | $728008.55     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                                              | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $231453.74     | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                                                    | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371855 | PA      | $352711.64     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                                                           | TKO GROUP HOLDIN                                             | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39705 | NS      | $7224324.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 498715                                                    | CUSIP: 31383CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5054 | PA      | $5169.41       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                                             | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $396524.78     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                                                    | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155523 | PA      | $151543.36     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7883000 | PA      | $7669912.66    | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    465441 | NS      | $24477542.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $764530.55     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                                             | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    575000 | PA      | $473593.27     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   1800000 | PA      | $1807440.37    | 0.00%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432735.83     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2225000 | PA      | $1992064.89    | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657799.15     | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3521000 | PA      | $3490230.66    | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| SmartFinancial Inc                                                               | SMARTFINANCIAL I                                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8174 | NS      | $276117.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    594000 | PA      | $598364.11     | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9482                                                    | CUSIP: 3140LYRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    948379 | PA      | $796702.71     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498311.75     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                                                    | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68617 | PA      | $69315.50      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184738.57     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                                                    | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242672 | PA      | $226826.67     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                                                    | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1240810 | PA      | $1247006.27    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Bird Corp                                                                   | BLUE BIRD CORP                                               | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     19245 | NS      | $830614.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                                                | NEWMARK GROUP-A                                              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94246 | NS      | $1145088.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $339393.11     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                                                    | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513876 | PA      | $472106.10     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1221341.68    | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4653                                                    | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    806813 | PA      | $795966.23     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658117.40     | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                                                    | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5141708 | PA      | $4288853.13    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424873.65     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    329830 | NS      | $39450966.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $594967.41     | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283670.05     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25764000 | PA      | $17849621.25   | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494485.96     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                                              | CLEARWAY ENERG-C                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     37700 | NS      | $1206400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                                                    | INTL BANCSHARES                                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     34115 | NS      | $2270694.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7079                                                    | CUSIP: 3140XN2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447397 | PA      | $449071.67     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $713251.27     | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASP Isotopes Inc                                                                 | ASP ISOTOPES INC                                             | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |     27663 | NS      | $203599.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1148030.61    | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                                                    | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71888 | PA      | $73872.78      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1602088.20    | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-C Owner Trust                                       | TAOT 2021-C A4                                               | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69161 | PA      | $68603.17      | 0.00%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192593.00     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                                                      | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336273.77     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $605721.71     | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309347.23     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                                                | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    638000 | PA      | $638788.61     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Franklin Street Properties Corp                                                  | FRANKLIN STREET                                              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     50715 | NS      | $83172.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1310050.17    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305564.87     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5841                                                    | CUSIP: 3140X9P33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    981466 | PA      | $954817.91     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                                             | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258845.95     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                                                    | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    165004 | PA      | $154544.76     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Multiplan Corp                                                                   | CLARITEV CORP                                                | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4518 | NS      | $203897.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   3525000 | PA      | $3400720.91    | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3927                                                    | CUSIP: 3132E0LG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3174692 | PA      | $3179631.95    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                                                | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358983.79     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Resources Corp                                                        | NEW JERSEY RES                                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     60868 | NS      | $2728103.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998130.67    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                                                    | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3933992 | PA      | $3962307.03    | 0.01%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP                                             | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836062.63     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27910000 | PA      | $28958805.33   | 0.05%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00730                                                    | CUSIP: 31283GY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $7.93          | 0.00%             | 2025-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255313                                                    | CUSIP: 31371LSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3072 | PA      | $3166.89       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200975.82     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $433128.07     | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C12 A4                                              | CUSIP: 05615DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $726449.36     | 0.00%             | 2058-06-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616202.27     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1413427.29    | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8288                                                    | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    788092 | PA      | $776019.39     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $5370750.00    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    668000 | PA      | $646303.03     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS                                             | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $339467.03     | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2161                                                    | CUSIP: 3132DPMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    995664 | PA      | $1000013.94    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 AM                                             | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52095.18      | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20445000 | PA      | $19848421.24   | 0.03%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010021.95    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                                                          | G III APPAREL                                                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     23686 | NS      | $530566.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                                         | WEAVE COMMUNICAT                                             | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37966 | NS      | $315877.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAYMENTS                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    145796 | NS      | $11669511.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1197548.08    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                                                    | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8662207 | PA      | $6906250.86    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7413                                                    | CUSIP: 3132DVGW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1122418 | PA      | $1106539.09    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250642                                                    | CUSIP: 31371FLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $19.03         | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DocGo Inc                                                                        | DOCGO INC                                                    | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51107 | NS      | $80237.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083954.45    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    130978 | NS      | $29772609.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                             | EDISON INTL                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    231069 | NS      | $11923160.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92236000 | PA      | $78915824.76   | 0.14%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M3 A2                                               | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1054305 | PA      | $1028103.46    | 0.00%             | 2026-12-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                                               | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502520.94     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Transcat Inc                                                                     | TRANSCAT INC                                                 | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      5740 | NS      | $493410.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    871000 | PA      | $907319.35     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2144                                                    | CUSIP: 3133CELZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1711235 | PA      | $1744790.06    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301393.83     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                                                    | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1736484 | PA      | $1450624.06    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    975000 | PA      | $802369.47     | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     12345 | NS      | $2364684.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                                                 | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $535367.70     | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    392000 | PA      | $396595.12     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2052400.73    | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1600843 | PA      | $1571282.49    | 0.00%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lineage Cell Therapeutics Inc                                                    | LINEAGE CELL THE                                             | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |    128266 | NS      | $116388.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    575000 | PA      | $467296.02     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8441                                                    | CUSIP: 3140QGLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1166638 | PA      | $938528.49     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ondas Holdings Inc                                                               | ONDAS HOLDINGS I                                             | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |    109890 | NS      | $210988.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    475000 | PA      | $452912.10     | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                                                    | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72581 | PA      | $71955.29      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP                                             | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   1320000 | PA      | $1315239.59    | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740143.68     | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                                                    | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255247 | PA      | $239721.05     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A4                                              | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $147947.61     | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                                             | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1147580.15    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    338000 | PA      | $313952.27     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383012.06     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH                                        | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    700000 | PA      | $456342.39     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8368                                                    | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150640 | PA      | $153593.97     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51546000 | PA      | $35423780.26   | 0.06%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                                                    | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6075159 | PA      | $5810066.40    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SoundThinking Inc                                                                | SOUNDTHINKING IN                                             | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      6113 | NS      | $79805.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61625000 | PA      | $57166816.41   | 0.10%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                                                    | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55396 | PA      | $56973.64      | 0.00%             | 2043-07-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BigBear.ai Holdings Inc                                                          | BIGBEAR.AI HOLDI                                             | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |    171206 | NS      | $1162488.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG C91606                                                    | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    365064 | PA      | $352457.21     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    314000 | PA      | $319337.99     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                                              | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $954783.05     | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    509000 | PA      | $450498.26     | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co                                                                     | CRANE NXT CO                                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     30143 | NS      | $1624707.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208217.86     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $823835.50     | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2220034.56    | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Wendy's Co/The                                                                   | WENDY'S CO/THE                                               | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    106823 | NS      | $1219918.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    790000 | PA      | $803122.90     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC ENTERTAINMEN                                             | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    254904 | NS      | $790202.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                                        | NCINO INC                                                    | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     60218 | NS      | $1684297.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A3                                              | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $274922.20     | 0.00%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A4                                               | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $814017.28     | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $370195.58     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4045                                                    | CUSIP: 3132E0P63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2094876 | PA      | $1678724.71    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Olaplex Holdings Inc                                                             | OLAPLEX HOLDINGS                                             | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81743 | NS      | $114440.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                                                   | MRC GLOBAL INC                                               | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     47905 | NS      | $656777.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $859482.81     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $266257.26     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                                               | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    520718 | PA      | $510749.17     | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1118103.04    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $894750.70     | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510532                                                    | CUSIP: 36211EED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       996 | PA      | $1017.99       | 0.00%             | 2029-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521959.35     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    366000 | PA      | $368804.59     | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                                                    | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21824 | PA      | $22105.01      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                                      | VAXCYTE INC                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     76182 | NS      | $2476676.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                                               | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $198657.88     | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                                                    | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3196688 | PA      | $2827578.70    | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083322.69    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NI Holdings Inc                                                                  | NI HOLDINGS INC                                              | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      5165 | NS      | $65802.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                                               | VERTIV HOLDING-A                                             | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    230143 | NS      | $29552662.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5                                            | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $330678.23     | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463016.94     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5390                                                    | CUSIP: 31418E7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1238959 | PA      | $1279713.34    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                                                      | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    373557 | PA      | $360470.80     | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                                                    | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21257972 | PA      | $16968599.90   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    665000 | PA      | $508737.45     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511072.39     | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                                                    | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1506657 | PA      | $1512296.97    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH                                             | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    575000 | PA      | $451249.53     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08515                                                    | CUSIP: 3128MJSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83086 | PA      | $75713.51      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST                                             | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3130554.44    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                                                    | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9368218 | PA      | $7636672.64    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                             | SPX TECHNOLOGIES                                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     27214 | NS      | $4563243.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                             | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    246000 | PA      | $263570.88     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Novocure Ltd                                                                     | NOVOCURE LTD                                                 | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |     67612 | NS      | $1203493.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDS Biotechnology Corp                                                           | PDS BIOTECHNOLOG                                             | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Long             | EC               | CORP              | US        |     16905 | NS      | $22483.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3235                                                    | CUSIP: 3131XJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    937627 | PA      | $882158.60     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328307.54     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $777325.07     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 A1A                                              | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502194.70     | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Digital Turbine Inc                                                              | DIGITAL TURBINE                                              | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     59344 | NS      | $350129.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                                                    | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       525 | PA      | $533.37        | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| iCAD Inc                                                                         | ICAD INC                                                     | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18133 | NS      | $69086.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                                                   | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384612.91     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lemonade Inc                                                                     | LEMONADE INC                                                 | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     40888 | NS      | $1791303.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                                                    | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3369158 | PA      | $3007835.39    | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                                                    | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117071 | PA      | $114851.98     | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Assets Trust Inc                                                        | AMERICAN ASSETS                                              | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28063 | NS      | $554244.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                                                                 | ACME UNITED CORP                                             | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |      2909 | NS      | $120578.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                                                       | AIRSCULPT TECHNO                                             | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4303 | NS      | $20783.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G08521                                                    | CUSIP: 3128MJSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133282 | PA      | $121409.44     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                                                    | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4059 | PA      | $4223.18       | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                                              | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $404414.28     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF                                        | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97720.39      | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5330                                                    | CUSIP: 3132DS4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    784915 | PA      | $805211.74     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $699405.24     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                                                    | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59073 | PA      | $57195.45      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDU Resources Group Inc                                                          | MDU RES GROUP                                                | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123610 | NS      | $2060578.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $510310.20     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                                                    | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1818385 | PA      | $1527566.46    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35758000 | PA      | $36470366.23   | 0.06%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46860.50      | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250641                                                    | CUSIP: 31371FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $27.68         | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 AS                                               | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $172245.06     | 0.00%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $770481.50     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-1 A                                                | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $875006.04     | 0.00%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538104.08     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C52187                                                    | CUSIP: 31298NNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1081 | PA      | $1126.79       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014352.36    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gogo Inc                                                                         | GOGO INC                                                     | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     36772 | NS      | $539812.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                                                | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391688.27     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                                                    | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56734 | PA      | $54488.47      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2135648.63    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-2 A                                               | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $382816.46     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531282.38     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SRAX Inc                                                                         | SRAX INC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      7476 | NS      | $523.32        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                                                    | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326746 | PA      | $310987.99     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786788                                                    | CUSIP: 3622ACND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1480109 | PA      | $1518780.32    | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                                               | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470253.29     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                                                        | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $332118.69     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Conduent Inc                                                                     | CONDUENT INC                                                 | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     85066 | NS      | $224574.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604631.54     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979830.78    | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495722.15     | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37551000 | PA      | $23070395.63   | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6363                                                    | CUSIP: 3140QEB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2561889 | PA      | $2262694.42    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                              | SILGAN HOLDINGS                                              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     52911 | NS      | $2866717.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354406.74     | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5253000 | PA      | $3675269.44    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS                                         | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    400000 | PA      | $422654.56     | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00924                                                    | CUSIP: 31283HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       433 | PA      | $436.92        | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                                                    | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    631626 | PA      | $625224.20     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     20262 | NS      | $4095152.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                                                    | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123597 | PA      | $120240.85     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266060.87     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2185141.13    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                                                    | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3045810 | PA      | $2531083.24    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856732.57     | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679236.61     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2489206.59    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Galectin Therapeutics Inc                                                        | GALECTIN THERAPE                                             | CUSIP: 363225202<br>LEI: 5299004HFYSAZM2ALW85 | Long             | EC               | CORP              | US        |     26902 | NS      | $56763.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Climb Global Solutions Inc                                                       | CLIMB GLOBAL SOL                                             | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |      2562 | NS      | $273903.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                                             | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100557.58     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                                               | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $510767.18     | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                                                    | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    446226 | PA      | $411930.31     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1387304.75    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    244066 | NS      | $45428004.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                                                   | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $357625.94     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253265                                                    | CUSIP: 31371JJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       121 | PA      | $127.14        | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354315.92     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492709.55     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $359001.45     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc                                                          | LIVE OAK BANCSHA                                             | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21351 | NS      | $636259.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1179234.62    | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                                               | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $660020.18     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682854.39     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lifeway Foods Inc                                                                | LIFEWAY FOODS                                                | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $101015.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520015.54     | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EVI Industries Inc                                                               | EVI INDUSTRIES I                                             | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |      3846 | NS      | $83958.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                                             | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $691316.01     | 0.00%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | RUSH OBL GROUP                                               | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $240180.93     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606991.55     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $2770441.26    | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                                                    | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    816800 | PA      | $730847.10     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                                                    | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    361035 | PA      | $344624.16     | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 176822000 | PA      | $176808184.90  | 0.30%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 A3                                              | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181147 | PA      | $182057.53     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $826997.79     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1426905.64    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CO                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    386027 | NS      | $12279518.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    676571 | NS      | $83387375.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                                         | DNOW INC                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     65111 | NS      | $965596.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1604441.13    | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49833000 | PA      | $48186174.83   | 0.08%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2772                                                    | CUSIP: 3132DQCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1846544 | PA      | $1855764.43    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwest Bancshares Inc                                                         | NORTHWEST BANCSH                                             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78672 | NS      | $1005428.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                                                    | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378109 | PA      | $343947.94     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Instil Bio Inc                                                                   | INSTIL BIO INC                                               | CUSIP: 45783C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1288 | NS      | $26829.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G08849                                                    | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65780 | PA      | $65780.18      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3088000 | PA      | $3330346.53    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG                                             | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    760000 | PA      | $780491.14     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    719000 | PA      | $575281.26     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage REIT Inc                                                      | ANGEL OAK MORTGA                                             | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |     13600 | NS      | $128112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     44477 | NS      | $25651664.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                                                    | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    286195 | PA      | $281295.20     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                                                    | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207543 | PA      | $205522.88     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7545                                                    | CUSIP: 3138WHL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163042 | PA      | $150400.72     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piper Sandler Cos                                                                | PIPER SANDLER CO                                             | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     10381 | NS      | $2885295.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1092948.83    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26845000 | PA      | $27289620.31   | 0.05%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                                                    | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    698958 | PA      | $638649.00     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    765897 | NS      | $52831575.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                                           | IDEAYA BIOSCIENC                                             | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     51329 | NS      | $1078935.58    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI5754                                                    | CUSIP: 3138AKMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26913 | PA      | $26773.99      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                                               | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246564.81     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761896.87     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1437922.22    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9403                                                    | CUSIP: 3140XRNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1940634 | PA      | $1986570.73    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5                                             | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $573045.79     | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3736                                                    | CUSIP: 31418DEJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83031 | PA      | $82422.52      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1215026.06    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                                             | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2368852.59    | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    275000 | PA      | $213929.52     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    692000 | PA      | $692441.74     | 0.00%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                                                    | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    824557 | PA      | $791668.79     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16400                                                    | CUSIP: 3128PWDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6464 | PA      | $6422.97       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                                             | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033047.27    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8300                                                    | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2859243 | PA      | $2863692.14    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH 2024-C A4                                                | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140534.23     | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204108.73     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                          | PTC INC                                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     71680 | NS      | $12353331.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                                                    | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285814 | PA      | $277151.49     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3873                                                    | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6028146 | PA      | $5397560.91    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644676                                                    | CUSIP: 36292CFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3053 | PA      | $3083.74       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                                                | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $270057.05     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                                               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    900000 | PA      | $950480.03     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc                                                                | BRISTOW GROUP IN                                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     13913 | NS      | $458711.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                                                             | CASSAVA SCIENCES                                             | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |     27129 | NS      | $49103.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92114.55      | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                                                     | ADTALEM GLOBAL E                                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     20184 | NS      | $2568010.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A3                                              | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15272 | PA      | $15244.68      | 0.00%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    323000 | PA      | $364250.91     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251824.48     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $324147.62     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 909736                                                    | CUSIP: 31411JV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20702 | PA      | $21824.58      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3409                                                    | CUSIP: 31416YYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24098 | PA      | $23970.03      | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515274.61     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600903.55     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1981                                                    | CUSIP: 3142GSFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2271467 | PA      | $2358110.19    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    150000 | PA      | $147832.94     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | CHIPOTLE MEXICAN                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    814841 | NS      | $45753322.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866547.70     | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A3                                                | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195890 | PA      | $196522.21     | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS                                            | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $240073.62     | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617437.83     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7655                                                    | CUSIP: 3138Y9QH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64312 | PA      | $59684.27      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389265.93     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                                              | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $450384.21     | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620201.80     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781276                                                    | CUSIP: 36225BMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11228 | PA      | $11528.13      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297954.98     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262339.55     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 422538                                                    | CUSIP: 36206VLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       254 | PA      | $254.73        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                 | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299277.23     | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4089                                                    | CUSIP: 31417ARK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9724 | PA      | $9611.61       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                                   | PBF ENERGY INC-A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     48315 | NS      | $1046986.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                                                | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394626.26     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440455.12    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                  | EQUITY LIFESTYLE                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    103372 | NS      | $6374951.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2133000 | PA      | $1547809.34    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     74596 | NS      | $3860343.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                                                    | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324621 | PA      | $1328751.55    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378333.83     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |    101127 | NS      | $42519858.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                                                    | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1613340 | PA      | $1489950.04    | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                                               | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $287896.85     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                                                 | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $375372.72     | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                                                      | LEXICON PHARMACE                                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84532 | NS      | $79941.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Technologies International Corp                                         | NORTHERN TECH                                                | CUSIP: 665809109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5764 | NS      | $42711.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    131682 | NS      | $22923202.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $632926.45     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                                                    | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276071 | PA      | $265764.37     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488990.49     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Axogen Inc                                                                       | AXOGEN INC                                                   | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24755 | NS      | $268591.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   7675000 | PA      | $7767821.45    | 0.01%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8199                                                    | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1819643 | PA      | $1659577.20    | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    262000 | PA      | $234517.54     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $918807.74     | 0.00%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK                                             | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    624000 | PA      | $621812.06     | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     44851 | NS      | $37133936.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                                                    | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2940238 | PA      | $2469998.78    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                                             | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   2200000 | PA      | $2157049.34    | 0.00%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                           | LOUISIANA-PACIFI                                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     38717 | NS      | $3329274.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROPERT                                             | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    197507 | NS      | $3963965.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                              | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    725000 | PA      | $473712.32     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1001992.30    | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB                                        | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    325000 | PA      | $326091.16     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                                                    | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229216 | PA      | $211931.16     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                                                | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525920.66     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $778349.35     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1149287.17    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                                                  | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    507000 | PA      | $446255.35     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546061.38     | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21616000 | PA      | $16637565.00   | 0.03%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics Inc                                                         | CORCEPT THERA                                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     54500 | NS      | $4000300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                                | STEVEN MADDEN                                                | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     41748 | NS      | $1001117.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    870000 | PA      | $861907.18     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $936241.79     | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3746                                                    | CUSIP: 31418DEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495681 | PA      | $466910.19     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606272.88     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                                            | ESSENTIAL PROPER                                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    120496 | NS      | $3845027.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                                                       | MINERALYS THERAP                                             | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28082 | NS      | $379949.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                                                   | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432195.68     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785223                                                    | CUSIP: 3622AAVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1393445 | PA      | $1174454.05    | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                                                    | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1919572 | PA      | $1835784.16    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                                                    | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103815 | PA      | $101659.77     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835797.85     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc                                                            | BEAM THERAPEUTIC                                             | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54873 | NS      | $933389.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    982000 | PA      | $912744.45     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298235.92    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mercantile Bank Corp                                                             | MERCANTILE BANK                                              | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      9965 | NS      | $462475.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                                             | KOPPERS HOLDINGS                                             | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13128 | NS      | $422065.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                                                    | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230528 | PA      | $216964.53     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1586391.07    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6429                                                    | CUSIP: 3132DUEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1191057 | PA      | $1194771.14    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    775000 | PA      | $752248.14     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Crawford & Co                                                                    | CRAWFORD & CO-A                                              | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      8911 | NS      | $94278.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1627582.60    | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                                                    | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500172 | PA      | $480222.42     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                                             | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781216.54     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781429                                                    | CUSIP: 36225BSS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2513 | PA      | $2586.01       | 0.00%             | 2032-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1475                                                    | CUSIP: 31416WT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368708 | PA      | $365234.99     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                                                      | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126784 | PA      | $122243.76     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargurus Inc                                                                     | CARGURUS INC                                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     51568 | NS      | $1725980.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $612206.72     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $742426.20     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    850000 | PA      | $863905.71     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1560                                                    | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    422072 | PA      | $408636.36     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                                                    | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    478715 | PA      | $451978.95     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5063                                                    | CUSIP: 3138XUTV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212393 | PA      | $203418.39     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                                                    | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7555793 | PA      | $6160422.12    | 0.01%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B                                         | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $367559.21     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Complete Solaria Inc                                                             | COMPLETE SOLARIA                                             | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32582 | NS      | $59950.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230286.59     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $461165.22     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                                                | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478510.98     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Kaltura Inc                                                                      | KALTURA INC                                                  | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |     61000 | NS      | $122610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482346.40     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CoreCard Corp                                                                    | CORECARD CORP                                                | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $130365.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5736                                                    | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2786440 | PA      | $2832588.21    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $919400.48     | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2133478.30    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                                                    | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151896 | PA      | $146065.50     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                                                   | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442071.00     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                 | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1771780.85    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH-B                                             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     32462 | NS      | $5880491.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                                                    | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    532348 | PA      | $513018.72     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $976665.13     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                                                       | BELDEN INC                                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     21920 | NS      | $2538336.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    485554 | NS      | $88890370.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1134                                                    | CUSIP: 3132CXHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1987888 | PA      | $1865409.59    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250551                                                    | CUSIP: 31371FH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $19.28         | 0.00%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP                                             | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654646.77     | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                                                    | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5445864 | PA      | $4355522.65    | 0.01%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                        | HOST HOTELS & RE                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    422679 | NS      | $6492349.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623062.82     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    154774 | NS      | $41702306.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                                                | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744003.71    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| C3.ai Inc                                                                        | C3.AI INC-A                                                  | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     67788 | NS      | $1665551.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253266                                                    | CUSIP: 31371JJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       201 | PA      | $207.83        | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    625000 | PA      | $470415.78     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                                                    | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       864 | PA      | $908.35        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Janux Therapeutics Inc                                                           | JANUX THERAPEUTI                                             | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23432 | NS      | $541279.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                               | JPMDB 2016-C4 A3                                             | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97328.49      | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9724                                                    | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2114459 | PA      | $2079297.96    | 0.00%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02914                                                    | CUSIP: 3128M4SB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $75.97         | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405301.57     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                                              | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $612562.86     | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71535938                                               | FB BANCORP INC                                               | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12283 | NS      | $138183.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147581.49     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| First Bancorp/Southern Pines NC                                                  | FIRST BANCORP/NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24122 | NS      | $1063538.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                   | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212749.35     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933025                                                    | CUSIP: 31412SA21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7003 | PA      | $7361.77       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                                                    | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72642 | PA      | $70420.69      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997644.86     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                                                    | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625800 | PA      | $564176.03     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $348914.53     | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196305.39     | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3500                                                    | CUSIP: 3140A33J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611326 | PA      | $644619.91     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1852000 | PA      | $1439281.80    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                                                    | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16957 | PA      | $16073.14      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                                                    | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20388 | PA      | $20653.74      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 AS                                             | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $182096.81     | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR                                        | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1016355.52    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1344638.29    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $253348.65     | 0.00%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436724                                                    | CUSIP: 36207ND50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       184 | PA      | $184.66        | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    525000 | PA      | $368837.44     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46885000 | PA      | $43544443.75   | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                                               | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464474.33     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                                                    | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194384 | PA      | $177711.07     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                                             | AMENTUM HOLDINGS                                             | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97062 | NS      | $2291633.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     14025 | NS      | $25637139.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1293679.66    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3576                                                    | CUSIP: 3140X66N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1154968 | PA      | $973139.01     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236961.64     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                                                   | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $313682.22     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A3                                              | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136598 | PA      | $136546.04     | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Beachbody Co Inc/The                                                             | BEACHBODY CO INC                                             | CUSIP: 073463309<br>LEI: 529900N925Z2E0IV1L91 | Long             | EC               | CORP              | US        |      1936 | NS      | $7976.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    900000 | PA      | $906805.24     | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896907.15     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    625000 | PA      | $622894.94     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683490.43     | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY                                             | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505543.64     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS                                             | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $313618.99     | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2025-A1 A                                              | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251692.98     | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                                              | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652275.35     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                                                  | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386361.93     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     51318 | NS      | $7057251.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558514.04     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC                                             | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517846.75    | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                                               | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $688471.48     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1175000 | PA      | $1155647.48    | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                                                | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    490000 | PA      | $391408.52     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                                                    | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1095639 | PA      | $1070717.43    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS                                             | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430897.20     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738419                                                    | CUSIP: 3620ASK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65232 | PA      | $64473.91      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |  14033010 | NS      | $2217075249.90 | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $345722.66     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392202.54     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091229.48    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                           | ARBOR REALTY TRU                                             | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    109787 | NS      | $1174720.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SB8066                                                    | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342594 | PA      | $307244.62     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     22298 | NS      | $1002964.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                                              | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $240192.10     | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $885855.52     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542740.06     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                                             | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478245.33     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $330077.72     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                                                    | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2831106 | PA      | $2523062.95    | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1735815.74    | 0.00%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8247                                                    | CUSIP: 3140XCEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7153211 | PA      | $6011416.05    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                                              | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    320000 | PA      | $356457.59     | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $479650.03     | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lexeo Therapeutics Inc                                                           | LEXEO THERAPEUTI                                             | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9914 | NS      | $39854.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD3637                                                    | CUSIP: 3132E0BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660434 | PA      | $674003.34     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8290                                                    | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3737475 | PA      | $3814265.61    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456979.13     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133ERDH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    742000 | PA      | $767356.37     | 0.00%             | 2029-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                                               | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $103777.94     | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   1700000 | PA      | $915800.78     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268332.04     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL                                             | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658642.56     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7589                                                    | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6265715 | PA      | $5327999.89    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW1851                                                    | CUSIP: 3140MTBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342175 | PA      | $334798.82     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509955.52     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3546000 | PA      | $3660241.21    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Appfolio Inc                                                                     | APPFOLIO INC - A                                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     12721 | NS      | $2929391.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                             | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $685317.81     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc                                                       | EOS ENERGY ENTER                                             | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143620 | NS      | $735334.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxart Inc                                                                       | VAXART INC                                                   | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148173 | NS      | $66974.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                                                    | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    787054 | PA      | $661424.59     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                                                    | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254853 | PA      | $238529.96     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $984169.93     | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4732                                                    | CUSIP: 3140E9HJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3638 | PA      | $3359.20       | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666532.90     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $884337.87     | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                                              | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    340000 | PA      | $215895.73     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18713                                                    | CUSIP: 3128MMYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    296472 | PA      | $291095.09     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Financial Inc                                                           | COLUMBIA FINANCI                                             | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     16394 | NS      | $237876.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP                                             | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $563297.14     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN                                             | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    900000 | PA      | $802131.43     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                                                    | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65795 | PA      | $64360.64      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5                                             | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $425932.69     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A1 A                                              | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $856225.23     | 0.00%             | 2029-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    508000 | PA      | $512501.52     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bar Harbor Bankshares                                                            | BAR HARBOR BNKSH                                             | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9406 | NS      | $281803.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206171.58     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Celcuity Inc                                                                     | CELCUITY INC                                                 | CUSIP: 15102K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16943 | NS      | $226189.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp                                                      | HYCROFT MINING H                                             | CUSIP: 44862P208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15211 | NS      | $47610.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                                                    | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1019392 | PA      | $893651.22     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                                             | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407463.03     | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT                                             | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $742515.15     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                                                           | PACIRA BIOSCIENC                                             | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26335 | NS      | $629406.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5326                                                    | CUSIP: 31418E4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1965380 | PA      | $1879926.72    | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    675000 | PA      | $685541.48     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1014155.77    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1403507.78    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                                             | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387102.36     | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Twin Disc Inc                                                                    | TWIN DISC INC                                                | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |      5130 | NS      | $45297.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Materials Inc                                                               | Next Bridge Hydrocarbons Inc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     47692 | NS      | $0.48          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A3                                               | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211020 | PA      | $212147.14     | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00436                                                    | CUSIP: 31292GPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $6.27          | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    207183 | NS      | $10800449.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483983.48     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| D-Wave Quantum Inc                                                               | D-WAVE QUANTUM I                                             | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |    166470 | NS      | $2437120.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                                             | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399127.00     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499866.16     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Helen of Troy Ltd                                                                | HELEN OF TROY                                                | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13918 | NS      | $394992.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                                                    | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116210 | PA      | $121918.28     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                                              | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $212388.05     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5060                                                    | CUSIP: 31418ETS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    697205 | PA      | $701776.33     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                                                    | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419661 | PA      | $381332.83     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1700025.38    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    420000 | PA      | $376287.47     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028570.15    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45010000 | PA      | $42886090.63   | 0.07%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2523926.96    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                                                    | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292885 | PA      | $284841.22     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21668000 | PA      | $21629911.77   | 0.04%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $815309.53     | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $314066.26     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                                                 | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1096746.72    | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    198556 | NS      | $8107041.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                                                 | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $296329.98     | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| 908 Devices Inc                                                                  | 908 DEVICES INC                                              | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22158 | NS      | $157986.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598437.11     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                                                    | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98800 | PA      | $94267.22      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2631439.10    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                                                    | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502317 | PA      | $439571.44     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                                                    | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187729 | PA      | $171167.66     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                                                | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666354.30     | 0.00%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| InterDigital Inc                                                                 | INTERDIGITAL INC                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15586 | NS      | $3494848.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $387787.38     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                                                    | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    209939 | PA      | $208024.45     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                                             | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363840.40     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $768840.30     | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1150000 | PA      | $1142923.95    | 0.00%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                                                    | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    952579 | PA      | $882235.83     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    136156 | NS      | $34851851.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                                                    | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196266 | PA      | $198787.36     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493547.58     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465827.69     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A3                                              | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351924.13     | 0.00%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1382634.58    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Personalis Inc                                                                   | PERSONALIS INC                                               | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     18216 | NS      | $119496.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                                                    | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1763761 | PA      | $1547304.76    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                                              | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474733.20     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Teads Holding Co                                                                 | TEADS HOLDING CO                                             | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     25574 | NS      | $63423.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                                                  | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1015000 | PA      | $937829.29     | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GRAIL Inc                                                                        | GRAIL INC                                                    | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |     16446 | NS      | $845653.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540563.53     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945554.38     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $855594.37     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     30598 | NS      | $6042799.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                                                    | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7398741 | PA      | $5569016.86    | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS                                             | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $341576.62     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6137                                                    | CUSIP: 3138WFZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358012 | PA      | $330925.05     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A                                          | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $243228.67     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    217000 | PA      | $217146.09     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                                                    | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286478 | PA      | $277804.67     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC7688                                                    | CUSIP: 3140AVRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374176 | PA      | $367461.66     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER                                             | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $433811.27     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    672000 | PA      | $656176.79     | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $2570011.27    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HealthStream Inc                                                                 | HEALTHSTREAM INC                                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     15201 | NS      | $420611.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                                                    | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700165 | PA      | $672131.17     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1040467.23    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                                                | VEEVA SYSTEMS-A                                              | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     88901 | NS      | $25601709.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551798.95     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                                                      | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $58799.28      | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116186.45    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                       | EART 2024-5A B                                               | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $44950.24      | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                                                    | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500217 | PA      | $487923.39     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                                                    | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974203 | PA      | $854949.38     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503706.71     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    392000 | PA      | $440334.34     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1862                                                    | CUSIP: 31326GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24845 | PA      | $25620.16      | 0.00%             | 2043-11-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                                                    | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       335 | PA      | $351.88        | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296183.52     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    312000 | PA      | $332182.81     | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326410.16     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    425000 | PA      | $350328.29     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    455000 | PA      | $397427.00     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $533750.89     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186444.29     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $389389.40     | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431339.36     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                                                 | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317395.72     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M13 A2                                              | CUSIP: 3136AUZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165939 | PA      | $162410.36     | 0.00%             | 2026-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08146                                                    | CUSIP: 3128MJEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1554 | PA      | $1635.05       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                                                    | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4199999 | PA      | $3423704.86    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                                                    | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81024 | PA      | $80032.20      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08278                                                    | CUSIP: 3128MJJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18678 | PA      | $19339.41      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    814000 | PA      | $867820.86     | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                                                 | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $996936.20     | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A3                                              | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128365 | PA      | $128551.12     | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $622930.95     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                                       | GARMIN LTD                                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |     99002 | NS      | $20663697.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                                             | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970458.60     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735212.19     | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                                                  | MASTERBRAND                                                  | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     76727 | NS      | $838626.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287142.22     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                                                      | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    537023 | PA      | $531781.86     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 40414LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148188.95     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2800000 | PA      | $2415302.25    | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1415639.15    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8199                                                    | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3319280 | PA      | $2633966.54    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00415                                                    | CUSIP: 31283GN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $6.17          | 0.00%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                                                    | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426404 | PA      | $414336.04     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1682982 | NS      | $487913311.62  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                  | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    583000 | PA      | $596482.77     | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Corp                                                         | REGIONAL MANAGEM                                             | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      5200 | NS      | $151892.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                                                    | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341872 | PA      | $299915.80     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BuzzFeed Inc                                                                     | BUZZFEED INC                                                 | CUSIP: 12430A300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19525 | NS      | $39050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                                                | OPEN LENDING                                                 | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67137 | NS      | $130245.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                                                    | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159484 | PA      | $152797.80     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank7 Corp                                                                       | BANK7 CORP                                                   | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1874 | NS      | $78389.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                                               | CALAVO GROWERS I                                             | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12130 | NS      | $322536.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600937.23     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                                                    | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587541 | PA      | $599743.61     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1620000 | PA      | $1516907.06    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $497642.70     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1297613.46    | 0.00%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                                                    | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208944 | PA      | $200615.14     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                                                    | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2541663 | PA      | $2135963.33    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $623979.08     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                                                    | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211039 | PA      | $202589.11     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480981.77    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                                                    | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22081 | PA      | $22290.95      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1469064.39    | 0.00%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3                                            | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $514481.06     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4212                                                    | CUSIP: 3132E0VD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    385928 | PA      | $405437.07     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81740.68      | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                                                    | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1130561.59    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sunrise Realty Trust Inc                                                         | SUNRISE REALTY T                                             | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6648 | NS      | $70468.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $675822.15     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5210                                                    | CUSIP: 3132DSYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2671144 | PA      | $2638573.16    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8374                                                    | CUSIP: 3132DWJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2844298 | PA      | $2937636.97    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1411204.66    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0044                                                    | CUSIP: 3138EGBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22649 | PA      | $23846.42      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5                                           | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $470699.11     | 0.00%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    571000 | PA      | $565635.17     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140432.91     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3073                                                    | CUSIP: 3132DQMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    871792 | PA      | $878324.63     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                                                | AGREE REALTY                                                 | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67733 | NS      | $4948572.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                                                    | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    424614 | PA      | $412289.29     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                                            | EURONET WORLDWID                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     25677 | NS      | $2603134.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483235.04     | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B                                             | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57348 | PA      | $55472.84      | 0.00%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                                                    | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3787642 | PA      | $3225525.55    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                                                   | LITTELFUSE INC                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     15311 | NS      | $3471463.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VirnetX Holding Corp                                                             | VIRNETX HOLDING                                              | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |      2607 | NS      | $28285.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                                                   | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97868.80      | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1250000 | PA      | $1254619.78    | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2031365.25    | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                                                    | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    574626 | PA      | $530678.07     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1240000 | PA      | $891236.91     | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2844176.70    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189403.07     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A3                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $403162.28     | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                                               | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940479.70     | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    800000 | PA      | $771333.43     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483027.81     | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                                                    | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4910575 | PA      | $4428555.51    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95472.48      | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381304.08     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Asure Software Inc                                                               | ASURE SOFTWARE I                                             | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $133712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                                                    | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27373 | PA      | $26509.87      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 494035                                                    | CUSIP: 36210JY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       107 | PA      | $109.78        | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $320584.54     | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                                               | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619866 | PA      | $610139.06     | 0.00%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                                                    | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1518726 | PA      | $1343732.43    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 682454                                                    | CUSIP: 36295WE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156895 | PA      | $155147.34     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379474.16     | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2467716.67    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                                  | BUNGE GLOBAL SA                                              | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |     81420 | NS      | $6536397.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                                                    | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64074 | PA      | $64725.67      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33016000 | PA      | $33297151.71   | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    301346 | NS      | $16357060.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC                                             | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    475000 | PA      | $543626.28     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130109.74     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507450.83     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $184086.56     | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9883800 | PA      | $9840558.38    | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3535                                                    | CUSIP: 3140XJ4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272170 | PA      | $218273.14     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Safety Insurance Group Inc                                                       | SAFETY INSURANCE                                             | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      8465 | NS      | $672036.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC-A                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    490702 | NS      | $275745081.88  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LI                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    393261 | NS      | $19340575.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                                         | VILLAGE SUPER -A                                             | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      6832 | NS      | $263032.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                                              | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394448.66     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altimmune Inc                                                                    | ALTIMMUNE INC                                                | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     46812 | NS      | $181162.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513482.67     | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5112                                                    | CUSIP: 3140XLVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2178843 | PA      | $2197893.97    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $911490.07     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                                                   | PRICESMART INC                                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     15152 | NS      | $1591566.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247503.26     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A4                                              | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98843.34      | 0.00%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                  | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    800000 | PA      | $751988.57     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1276544.25    | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                                             | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378572.01     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Seneca Foods Corp                                                                | SENECA FOODS-A                                               | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3311 | NS      | $335834.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $602233.38     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    505000 | PA      | $450519.42     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1195160.89    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14810000 | PA      | $15485706.25   | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1737672.93    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                                                    | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       540 | PA      | $551.51        | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                                                       | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    725000 | PA      | $715980.47     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M4 A2                                               | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4275000 | PA      | $3687762.49    | 0.01%             | 2031-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC2085                                                    | CUSIP: 3133ALJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    807669 | PA      | $679001.56     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMMO Inc                                                                         | OUTDOOR HOLDING                                              | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     60739 | NS      | $77745.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                                              | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    700000 | PA      | $854654.49     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freshworks Inc                                                                   | FRESHWORKS-CL A                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |    140089 | NS      | $2088726.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1970153 | NS      | $157848658.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $1567527.23    | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487948.72     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    882000 | PA      | $891524.86     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RE/MAX Holdings Inc                                                              | RE/MAX HOLDINGS                                              | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      7682 | NS      | $62838.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                                                    | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214461 | PA      | $197832.85     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1557698.52    | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   1885000 | PA      | $1510766.56    | 0.00%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        24 | NC      | $12820.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     98059 | NS      | $5354021.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4394                                                    | CUSIP: 3140XK3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2009971 | PA      | $1909637.13    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                                                    | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1070515 | PA      | $996660.97     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                                              | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $639851.21     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                                                    | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    568251 | PA      | $581346.43     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5                                             | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $586802.76     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2023-A1 A                                              | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1326288.17    | 0.00%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                                              | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1137779.04    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                                             | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $477591.54     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                                              | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403696.89     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318244.32     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS                                             | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94432.77      | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413416.02     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A C                                               | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51156 | PA      | $51287.13      | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                                                    | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215326 | PA      | $206728.22     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300099.77     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372427.04     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313009.84     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    700000 | PA      | $632239.35     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                                                    | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93621 | PA      | $91492.86      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141171.77     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd                                                       | AXALTA COATING S                                             | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |    132984 | NS      | $3948294.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                                                | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91200.85      | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $182759.28     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                                                | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615469.64     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    294504 | NS      | $22305732.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                                              | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2052061.43    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2975000 | PA      | $2986056.57    | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455594.04     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18434                                                    | CUSIP: 3128MMPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66707 | PA      | $65885.21      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                                                    | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757702 | PA      | $717985.06     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP                                             | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520201.29     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1004430.82    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    773494 | NS      | $75291905.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                 | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492504.26     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1930000 | PA      | $1810155.62    | 0.00%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                                                    | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183165 | PA      | $167921.30     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1665921.28    | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22163000 | PA      | $20897284.81   | 0.04%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8353                                                    | CUSIP: 3132DWH63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513467 | PA      | $477646.35     | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    750000 | PA      | $652540.36     | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTIC                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     67512 | NS      | $3287834.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $456382.97     | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     40416 | NS      | $2232579.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                                                              | GUARDANT HEALTH                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     71874 | NS      | $3740322.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                                         | ESSEX PROPERTY                                               | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     38901 | NS      | $11024543.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856864.60     | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gentherm Inc                                                                     | GENTHERM INC                                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     19254 | NS      | $544695.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                                                    | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    243794 | PA      | $234296.00     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                                                    | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1672631 | PA      | $1599527.82    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                                                    | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    511138 | PA      | $482428.42     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $930841.62     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $915347.27     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                                                 | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245183.22     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D68467                                                    | CUSIP: 3128F8MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $77.70         | 0.00%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                                                | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336203.88     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2602000 | PA      | $2604878.59    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    390000 | PA      | $317616.24     | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $749209.65     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $4039449.41    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                                                         | PPL CORP                                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    425461 | NS      | $14418873.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477261.54     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Aris Water Solutions Inc                                                         | ARIS WATER SOL-A                                             | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17685 | NS      | $418250.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13972                                                    | CUSIP: 3128PTMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4762 | PA      | $4745.09       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268053 | PA      | $259621.18     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9365                                                    | CUSIP: 36179YMN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1260880 | PA      | $1306748.11    | 0.00%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038779.79    | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Viridian Therapeutics Inc                                                        | VIRIDIAN THERAPE                                             | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     45737 | NS      | $639403.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                                                    | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       808 | PA      | $820.84        | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                                                             | VERITEX HOLDINGS                                             | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     31038 | NS      | $810091.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                                                    | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452500 | PA      | $447300.65     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979620.42     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   2600000 | PA      | $2410429.70    | 0.00%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                                                    | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513788 | PA      | $469964.33     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                                               | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1675488.78    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                                                 | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $255464.85     | 0.00%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $475172.26     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                                                    | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    744933 | PA      | $718421.50     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    825000 | PA      | $615905.60     | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505666.57     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387728.93     | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                                              | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    404000 | PA      | $410179.99     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    964000 | PA      | $987109.01     | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                                                    | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    472880 | PA      | $424087.13     | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                                                      | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    267324 | PA      | $270822.00     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 A3                                              | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1050667.50    | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1481197.52    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                                                    | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45000 | PA      | $44523.69      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $962459.25     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    196013 | NS      | $28512050.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                                             | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $972089.17     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT                                             | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $492096.30     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1617106.62    | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Finward Bancorp                                                                  | FINWARD BANCORP                                              | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1917 | NS      | $52947.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                                                | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1343102.59    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7890                                                    | CUSIP: 3138WHXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212222 | PA      | $188829.93     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862470.90     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3805                                                    | CUSIP: 3140XKGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    903256 | PA      | $927742.42     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48731800 | PA      | $49596027.77   | 0.09%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP                                             | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1277174.59    | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                      | MODERNA INC                                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    213915 | NS      | $5901914.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738053.22     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                                                    | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243918 | PA      | $230306.28     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Herbalife Ltd                                                                    | HERBALIFE LTD                                                | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |     62910 | NS      | $542284.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4252000 | PA      | $3792739.83    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   1300000 | PA      | $1339629.17    | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783065                                                    | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153026 | PA      | $154683.52     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2700000 | PA      | $2662483.50    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU                                             | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    850000 | PA      | $886689.05     | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880237.48     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $735034.49     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                                                    | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4009 | PA      | $4171.67       | 0.00%             | 2042-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                          | XPO INC                                                      | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     67099 | NS      | $8473932.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                                                                | FIRST UTD CORP                                               | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      2828 | NS      | $87696.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    143650 | NS      | $24133200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $858885.68     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                                                    | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1206266 | PA      | $1025738.52    | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                                                  | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124316.72     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1915000 | PA      | $1363645.46    | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                                                    | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67206 | PA      | $62220.49      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Financial Corp/IN                                                          | FIRST FINANCIAL                                              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6821 | NS      | $369629.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6784                                                    | CUSIP: 3138EBRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85263 | PA      | $84177.21      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102826.58     | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                                             | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788518.46     | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452704.28     | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                                                    | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9791941 | PA      | $8330578.14    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A C                                               | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80669.62      | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Candel Therapeutics Inc                                                          | CANDEL THERAPEUT                                             | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17160 | NS      | $86829.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NANO Nuclear Energy Inc                                                          | NANO NUCLEAR ENE                                             | CUSIP: 63010H108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19082 | NS      | $658138.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cars.com Inc                                                                     | CARS.COM INC                                                 | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     36500 | NS      | $432525.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1119868.73    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                                                    | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394339 | PA      | $367338.53     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS                                            | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $291304.86     | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1811936.35    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                                             | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    225000 | PA      | $238584.83     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stem Inc                                                                         | STEM INC                                                     | CUSIP: 85859N300<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      4280 | NS      | $26664.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A3                                              | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56325 | PA      | $56023.45      | 0.00%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                                                | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    362000 | PA      | $306641.98     | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1065868.58    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404712.98     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     46628 | NS      | $5795394.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                                                    | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5775973 | PA      | $5209006.63    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $383609.37     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1274829.87    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                                                    | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    758735 | PA      | $784133.65     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687682.57     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Microvast Holdings Inc                                                           | MICROVAST HOLDIN                                             | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    132483 | NS      | $480913.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif Inc                                                                        | GREIF INC-CL A                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     17493 | NS      | $1136870.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                                                    | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1507 | PA      | $1534.38       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS                                             | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $119572.46     | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | VIATRIS INC                                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    710542 | NS      | $6345140.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322167.57     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Matrix Service Co                                                                | MATRIX SERVICE                                               | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     12854 | NS      | $173657.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2625558.89    | 0.00%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242374.32     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI                                             | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    488000 | PA      | $489227.54     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931135                                                    | CUSIP: 31412PPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180517 | PA      | $178932.88     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS                                             | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $319783.52     | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $909452.71     | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1300000 | PA      | $1275637.56    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS                                             | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $292350.46     | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                                                    | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694154 | PA      | $632734.28     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5138                                                    | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1198634 | PA      | $1200499.28    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    416000 | PA      | $401786.10     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS PLC                                                   | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59504 | NS      | $14294050.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc                                                   | NATURAL GAS SERV                                             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6383 | NS      | $164745.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                                                    | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2616275 | PA      | $2107992.83    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8151                                                    | CUSIP: 3140XQBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1044128 | PA      | $1071127.75    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81881.71      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $988066.70     | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786545                                                    | CUSIP: 3622ACES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1073844 | PA      | $1058336.07    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $432627.76     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                                                    | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1008682 | PA      | $1011511.93    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B                                             | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    121505 | PA      | $115126.98     | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $581272.69     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    904000 | PA      | $909617.14     | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600626.56     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81611000 | PA      | $70006935.94   | 0.12%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828272.95     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302717.98     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                                                    | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104668 | PA      | $101989.29     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                                                   | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245476.43     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                                                 | ZILLOW GROUP I-A                                             | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     24054 | NS      | $1647458.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                                                    | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2138605 | PA      | $2239830.89    | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                                                    | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17415 | PA      | $17270.53      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                                                 | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $792618.66     | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    929000 | PA      | $913884.60     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                                                   | GREAT LAKES DRED                                             | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     43592 | NS      | $531386.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                        | PALANTIR TECHN-A                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |   1301839 | NS      | $177466692.48  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C20717                                                    | CUSIP: 31293HYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2007 | PA      | $2047.93       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                                                 | DONALDSON CO INC                                             | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     72443 | NS      | $5023922.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304625.03     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                                              | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1242993.63    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422798.18     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3651193.04    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Couchbase Inc                                                                    | COUCHBASE INC                                                | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |     21711 | NS      | $529314.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2560008.44    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FS Bancorp Inc                                                                   | FS BANCORP INC                                               | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3965 | NS      | $156141.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729224.85     | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4026                                                    | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638716 | PA      | $600844.17     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS                                             | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $441024.40     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                                              | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836798.49     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482893.82     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2557684.09    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984754.11     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666499.78     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    790000 | PA      | $762278.92     | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9704                                                    | CUSIP: 3140XDYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2213574 | PA      | $1768308.59    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                                                  | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    725000 | PA      | $713643.66     | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enviri Corp                                                                      | ENVIRI CORP                                                  | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     47240 | NS      | $410043.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $760147.93     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1085703.92    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     37543 | NS      | $6398453.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   4104004 | NS      | $194201469.28  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $4908279.20    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                                                    | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55807 | PA      | $54630.68      | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539816.76    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990561.49     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302291.19     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1060681.55    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563629                                                    | CUSIP: 36213TEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12949 | PA      | $13413.03      | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                                                   | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206062.10     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC                                             | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360625.37     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                                              | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308435.51     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344965.83     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    850000 | PA      | $558954.01     | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LightPath Technologies Inc                                                       | LIGHTPATH TECH-A                                             | CUSIP: 532257805<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30132 | NS      | $92806.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335999.39     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Select Medical Holdings Corp                                                     | SELECT MEDICAL                                               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66215 | NS      | $1005143.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295851.23     | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                                                    | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208530 | PA      | $203916.71     | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                                             | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    746000 | PA      | $695208.62     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $300112.19     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | BMARK 2021-B31 A5                                            | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439478.15     | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                                                    | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    851334 | PA      | $817378.14     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1534139.07    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1429                                                    | CUSIP: 3132DNSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1601701 | PA      | $1503728.17    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                                                    | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2653 | PA      | $2710.26       | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Anterix Inc                                                                      | ANTERIX INC                                                  | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      8305 | NS      | $213023.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                                                        | FUNKO INC-CL A                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     15668 | NS      | $74579.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                                           | PEOPLES BANC INC                                             | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19866 | NS      | $606707.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                                                            | M-TRON INDUS -28                                             | CUSIP: 55380K125<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1581 | NS      | $1638.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC-A                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    235632 | NS      | $2410515.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02746                                                    | CUSIP: 31294MBP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8980 | PA      | $8948.43       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677367.73     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS                                            | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $61458.91      | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    505000 | PA      | $558944.07     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ategrity Specialty Holdings LLC                                                  | ATEGRITY SPECIAL                                             | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |      1131 | NS      | $24339.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                                                     | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    873000 | PA      | $689023.65     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                                                    | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184203 | PA      | $174038.88     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                                                    | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1140755 | PA      | $910576.44     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS                                             | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $631808.87     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A3                                               | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159111 | PA      | $159591.11     | 0.00%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                                               | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $968784.25     | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6762                                                    | CUSIP: 3140QSQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    879072 | PA      | $897133.76     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222706.56     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1369227.46    | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50324.76      | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                                                | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $616314.95     | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7548                                                    | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5514468 | PA      | $4654928.39    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                                                          | DIGITALBRIDGE GR                                             | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    125816 | NS      | $1302195.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                                               | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $640680.40     | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71460233                                               | MNTN INC-A                                                   | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $18676.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG G08698                                                    | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    970872 | PA      | $897661.11     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $526009.73     | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1258000.25    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RxSight Inc                                                                      | RXSIGHT INC                                                  | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23261 | NS      | $302393.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    612000 | PA      | $572473.82     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A3                                              | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38799 | PA      | $38744.73      | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                                                    | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586795 | PA      | $577069.62     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8476                                                    | CUSIP: 3132DWMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1627984 | PA      | $1655327.51    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504200.34    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1600000 | PA      | $1614638.09    | 0.00%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                                             | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177775.79     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE                                             | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    625000 | PA      | $539210.08     | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                                              | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489025.16     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4                                           | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133196 | PA      | $130691.66     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                                             | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $440115.48     | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                                                    | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    237662 | PA      | $227281.80     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                                                    | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18527 | PA      | $18715.10      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                                                    | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313880 | PA      | $304635.01     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medifast Inc                                                                     | MEDIFAST INC                                                 | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      7584 | NS      | $106555.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                                                      | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    349465 | PA      | $346014.60     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omeros Corp                                                                      | OMEROS CORP                                                  | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |     35983 | NS      | $107949.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L                                             | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $814279.05     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052660.57    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 7/25                                                  | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3410000 | PA      | $-3169845.64   | -0.01%            | 2025-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Resideo Technologies Inc                                                         | RESIDEO TECHN                                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     85407 | NS      | $1884078.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 556518                                                    | CUSIP: 31385YG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       258 | PA      | $267.48        | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                         | ULTRA CLEAN HOLD                                             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     25486 | NS      | $575219.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   5618000 | PA      | $5781153.58    | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 A4                                             | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $703571.25     | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                                                    | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    868626 | PA      | $767453.15     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                                                | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    840000 | PA      | $855166.98     | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $885231.50     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C                                             | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204129.20     | 0.00%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                                              | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    202654 | NS      | $928155.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889645.42     | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3865                                                    | CUSIP: 31418DJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419399 | PA      | $403728.93     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA                                             | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837646 | PA      | $845369.38     | 0.00%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY                                             | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461864.39     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ranpak Holdings Corp                                                             | RANPAK HOLDINGS                                              | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     21553 | NS      | $76944.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201486.19     | 0.00%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                 | METTLER-TOLEDO                                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |     12659 | NS      | $14870780.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1390542.45    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                                        | GRACO INC                                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    101564 | NS      | $8731457.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8791                                                    | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1337744 | PA      | $1315579.26    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                                                    | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1157712 | PA      | $1148298.39    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                                                   | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631873.26     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Great Ajax Corp                                                                  | RITHM PROPERTY T                                             | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     39755 | NS      | $107338.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    589000 | PA      | $376926.04     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                                             | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    675000 | PA      | $631868.84     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                                                    | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1151067 | PA      | $1026709.72    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp                                                                  | NCR ATLEOS CORP                                              | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44691 | NS      | $1275034.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                                               | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654680.67     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                                                    | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    365814 | PA      | $345840.65     | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                                                    | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1417954 | PA      | $1245266.23    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A3                                              | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119604 | PA      | $119903.93     | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                                                    | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3287 | PA      | $3396.31       | 0.00%             | 2042-05-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                                             | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310806.52     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465668.91     | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                                                   | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233296.38     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $733980.12     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8163                                                    | CUSIP: 3140XQB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1845302 | PA      | $1899938.25    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1923000 | PA      | $1964229.94    | 0.00%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255028                                                    | CUSIP: 31371LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27093 | PA      | $27885.01      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                                                    | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7989506 | PA      | $6921614.64    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509381.44     | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4895000 | PA      | $5150457.81    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI                                             | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $151491.84     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0305                                                    | CUSIP: 3618N5KT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    956736 | PA      | $889219.74     | 0.00%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6610                                                    | CUSIP: 3140XNKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277233 | PA      | $286395.65     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                            | MBALT 2024-A A3                                              | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $354274.62     | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                                                      | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101031.37     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648304.81     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09025                                                    | CUSIP: 31294UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52651 | PA      | $51613.99      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    763000 | PA      | $804060.97     | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1444000 | PA      | $1436481.44    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                                                   | CANTALOUPE INC                                               | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     36293 | NS      | $398860.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                                                    | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419708 | PA      | $387611.27     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haverty Furniture Cos Inc                                                        | HAVERTY FURNITUR                                             | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      9684 | NS      | $197069.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511653.37     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                                                    | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    785493 | PA      | $789414.96     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Traeger Inc                                                                      | TRAEGER INC                                                  | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51360 | NS      | $87825.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                                  | BIO-TECHNE CORP                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     92980 | NS      | $4783821.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103318.63     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1580669.68    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                                                    | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9538 | PA      | $9890.77       | 0.00%             | 2040-11-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1077                                                    | CUSIP: 3140X4FT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262146 | PA      | $258747.71     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160825.63     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                                             | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517312.30     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC-A                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    130722 | NS      | $31373280.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902823.82     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2802991.92    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                                             | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1231802.35    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441253.27     | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $561852.61     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A3                                                | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63930 | PA      | $63457.21      | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1052                                                    | CUSIP: 3138EHE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200903 | PA      | $203249.95     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                                              | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    938000 | PA      | $872768.00     | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26906000 | PA      | $26922816.25   | 0.05%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                                             | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $176558.91     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1322900.27    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI                                             | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221487.74     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                                                    | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1028285 | PA      | $992113.91     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106580.55     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5249                                                    | CUSIP: 31418EZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1453012 | PA      | $1527741.34    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS IN                                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    252922 | NS      | $1365778.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                                               | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $919998.81     | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                                                    | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640941 | PA      | $622337.21     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westamerica BanCorp                                                              | WESTAMERICA BANC                                             | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15228 | NS      | $737644.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                                           | FIRSTCASH HOLDIN                                             | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23491 | NS      | $3174573.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2900000 | PA      | $2963313.90    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2221693.87    | 0.00%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407164.99     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J & J Snack Foods Corp                                                           | J & J SNACK FOOD                                             | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      9115 | NS      | $1033732.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                                                    | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14457 | PA      | $15205.29      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503148.20     | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $682363.59     | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Life Time Group Holdings Inc                                                     | LIFE TIME GROUP                                              | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80559 | NS      | $2443354.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                       | AMETEK INC                                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    139956 | NS      | $25326437.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                                                    | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    706177 | PA      | $670268.78     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust Inc                                                    | ASHFORD HOSPITAL                                             | CUSIP: 044103794<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37509 | NS      | $225804.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $815938.10     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1041456.00    | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                                                    | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4706587 | PA      | $4164238.60    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                                                | LEGALZOOMCOM INC                                             | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     97843 | NS      | $871781.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                                                    | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59916 | PA      | $60696.10      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                                                 | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $589378.62     | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                                                    | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340847 | PA      | $303596.69     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8215                                                    | CUSIP: 3132DWDU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317381 | PA      | $296579.02     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AdvanSix Inc                                                                     | ADVANSIX INC                                                 | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     17533 | NS      | $416408.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $358322.40     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                                                | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1155000 | PA      | $1141046.22    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 ASB                                           | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13982 | PA      | $13951.88      | 0.00%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493498.29     | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | TD SYNNEX CORP                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     44435 | NS      | $6029829.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2783271.55    | 0.00%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                                                    | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1040616 | PA      | $1018215.63    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L                                             | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $449289.84     | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1748733.85    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                                                    | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141118 | PA      | $137852.82     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                                               | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1121906.35    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                                                | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    580000 | PA      | $551283.78     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793264                                                    | CUSIP: 31405MJH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5271 | PA      | $5421.48       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4969                                                    | CUSIP: 3132DSQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1760442 | PA      | $1485491.75    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4                                             | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $805782.37     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9105                                                    | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6854339 | PA      | $6766064.01    | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                                                    | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1589867 | PA      | $1284470.45    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775468                                                    | CUSIP: 31404QQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11299 | PA      | $11650.90      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burke & Herbert Financial Services Corp                                          | BURKE & HERBERT                                              | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8192 | NS      | $489308.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7507                                                    | CUSIP: 3138A9KV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24341 | PA      | $24203.97      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1366384.34    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727132.26     | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462847.60    | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                                                    | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158900 | PA      | $155931.52     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                                             | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    625000 | PA      | $401890.13     | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    800000 | PA      | $741460.31     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                                                   | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     25110 | NS      | $1117143.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3437                                                    | CUSIP: 3132DQZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621082 | PA      | $647237.46     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc                                                               | HIPPO HOLDINGS I                                             | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10907 | NS      | $304632.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28007                                                    | CUSIP: 3132M8R40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24908 | PA      | $24542.67      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                              | LEIDOS HOLDINGS                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     77547 | NS      | $12233814.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                                             | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    571000 | PA      | $726345.19     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299947.06     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $434873.66     | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $255642.09     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   1880000 | PA      | $1868566.28    | 0.00%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9862                                                    | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    553255 | PA      | $576554.06     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                                                      | WAYFAIR INC- A                                               | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     58324 | NS      | $2982689.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    785000 | PA      | $764193.80     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1069746.24    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446221.74     | 0.00%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1912982.88    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A3                                                | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47058 | PA      | $46885.56      | 0.00%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2275000 | PA      | $2204085.48    | 0.00%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS                                             | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $348707.03     | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2841                                                    | CUSIP: 3140QNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5616089 | PA      | $4498685.80    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3694                                                    | CUSIP: 31418DC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19788 | PA      | $19182.26      | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                                             | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260483.15     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                                                       | DEFINITIVE HEALT                                             | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23692 | NS      | $92398.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2613100.92    | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 482491                                                    | CUSIP: 36209U7C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1917 | PA      | $1968.33       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                                     | GINKGO BIOWORKS                                              | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18718 | NS      | $210577.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    111924 | NS      | $14825453.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100080.21     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2020-2 A                                               | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $670034.63     | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    650000 | PA      | $401343.40     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                                             | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    475000 | PA      | $392513.10     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                                                 | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327662.57     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5                                            | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1191319.50    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $755083.19     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    290856 | NS      | $15351379.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442214.81     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $409991.78     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   2150000 | PA      | $2045557.63    | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                                              | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    519000 | PA      | $516546.50     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189094.91     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19640000 | PA      | $19462012.50   | 0.03%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lightwave Logic Inc                                                              | LIGHTWAVE LOGIC                                              | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60446 | NS      | $74953.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR SD2384                                                    | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    926601 | PA      | $961785.99     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                             | JACOBS SOLUTIONS                                             | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72564 | NS      | $9538537.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                                                    | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    689529 | PA      | $654929.36     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1302299.52    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    475000 | PA      | $329285.45     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                                                 | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $681385.02     | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $671231.18     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1795062.69    | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1                                         | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $305948.08     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                                             | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347208.59     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verrica Pharmaceuticals Inc                                                      | VERRICA PHARMACE                                             | CUSIP: 92511W108<br>LEI: 5493002L68H6THU5GW50 | Long             | EC               | CORP              | US        |     26135 | NS      | $13854.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN -A                                              | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     33966 | NS      | $933046.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250462                                                    | CUSIP: 31371FFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $10.19         | 0.00%             | 2026-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                                              | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    856000 | PA      | $754628.12     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                                                      | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    371001 | PA      | $357509.13     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993544.13    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A4                                                | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50364.05      | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                                                         | SILICON LABS                                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     18479 | NS      | $2723065.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                                                    | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    156810 | PA      | $151980.91     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NOV INC                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    223190 | NS      | $2774251.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                                                               | HALLADOR ENERGY                                              | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     15236 | NS      | $241185.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    775000 | PA      | $899205.07     | 0.00%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A                                        | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $166436.12     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc                                                                    | PRA GROUP INC                                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     21626 | NS      | $318983.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $543659.85     | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                                                    | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    462468 | PA      | $420685.29     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353927.99     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                                                    | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189980 | PA      | $181149.16     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     33162 | NS      | $3760902.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1163417.23    | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                                                    | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4710893 | PA      | $4817415.23    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8817                                                    | CUSIP: 3140QGYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2033371 | PA      | $1621177.15    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1569297.60    | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                                                      | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    557905 | PA      | $538523.36     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                                                  | CUSIP: 135087Q56<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2502636.10    | 0.00%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    209000 | PA      | $210147.37     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Lime & Minerals Inc                                                | US LIME & MINERA                                             | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      6405 | NS      | $639219.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                                                     | DOCUSIGN INC                                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |    122328 | NS      | $9528127.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                                                      | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    975953 | PA      | $911849.21     | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21208                                                    | CUSIP: 31306YKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32484 | PA      | $31893.83      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    926000 | PA      | $960192.05     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0073                                                    | CUSIP: 36179MCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19927 | PA      | $19669.54      | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                                                | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196101.68     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                                                    | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1449850 | PA      | $1387389.98    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertex Inc                                                                       | VERTEX INC - A                                               | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |     41439 | NS      | $1464247.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                                                    | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    555261 | PA      | $487811.35     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FVCBankcorp Inc                                                                  | FVCBANKCORP INC                                              | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |     13437 | NS      | $158556.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                                               | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    800000 | PA      | $592851.04     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1                                             | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    325000 | PA      | $348275.17     | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Ocular Therapeutix Inc                                                           | OCULAR THERAPEUT                                             | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |     94601 | NS      | $877897.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    462500 | PA      | $447197.82     | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                                       | INSMED INC                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    110216 | NS      | $11092138.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595813.17     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                                              | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $844300.86     | 0.00%             | 2030-10-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48905900 | PA      | $45793880.16   | 0.08%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1296533.26    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 421740                                                    | CUSIP: 36206UPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       418 | PA      | $420.07        | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Redfin Corp                                                                      | REDFIN CORP                                                  | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     77098 | NS      | $862726.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                                                     | COVENANT LOGISTI                                             | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10460 | NS      | $252190.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2395977.87    | 0.00%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2655000 | PA      | $2637533.74    | 0.00%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000900 | PA      | $23101528.94   | 0.04%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5                                            | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $274243.74     | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                                                 | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    434000 | PA      | $439682.50     | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                                               | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387418.15     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2500000 | PA      | $2329379.58    | 0.00%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Forte Biosciences Inc                                                            | FORTE BIOSCIENCE                                             | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |      6989 | NS      | $90367.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270556.56     | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Phunware Inc                                                                     | PHUNWARE INC                                                 | CUSIP: 71948P209<br>LEI: 549300HLAJYKT2FUQZ26 | Long             | EC               | CORP              | US        |      4864 | NS      | $15418.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7596000 | PA      | $7879708.56    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                                                    | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1438580 | PA      | $1311755.91    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                                                   | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    717000 | PA      | $692859.22     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6175000 | PA      | $6157894.85    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504733.61     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2145000 | PA      | $2078526.86    | 0.00%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                                  | IHEARTMEDIA-CL A                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81059 | NS      | $142663.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $633752.78     | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $185129.39     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 A3                                              | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300840.75     | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                                                    | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    957956 | PA      | $802652.23     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K752 A2                                                 | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $642861.12     | 0.00%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    625000 | PA      | $639000.71     | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3096561.97    | 0.01%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                   | GE VERNOVA INC                                               | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |    165410 | NS      | $87526701.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN                                             | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251656.48     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $862716.03     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1539098.92    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1110604.66    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                                                      | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    781000 | PA      | $800756.50     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485610                                                    | CUSIP: 36209YN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        47 | PA      | $48.55         | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION                                             | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $392409.00     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                                                | FTAI AVIATION LT                                             | CUSIP: G3730V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61799 | NS      | $7109356.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A4                                              | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $74677.91      | 0.00%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Tennant Co                                                                       | TENNANT CO                                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     11399 | NS      | $883194.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $627411.31     | 0.00%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                                                    | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18088 | PA      | $18764.23      | 0.00%             | 2042-10-01      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                                                    | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1359793 | PA      | $1303326.04    | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     27421 | NS      | $28524421.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934271.13     | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5161                                                    | CUSIP: 3140QQWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    978171 | PA      | $1017454.33    | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302560.42     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                                               | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    800000 | PA      | $872855.99     | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263721.95     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $965945.01     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1080888.81    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    287000 | PA      | $290264.00     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                                             | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $356754.61     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $411613.60     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1                                         | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $333466.60     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507527.70     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1442                                                    | CUSIP: 3140EVS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429643 | PA      | $396330.75     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Janover Inc                                                                      | DEFI DEVELOPMENT                                             | CUSIP: 47100L301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7773 | NS      | $166653.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                                             | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    495000 | PA      | $511341.44     | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                                             | DECKERS OUTDOOR                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     89933 | NS      | $9269394.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253437                                                    | CUSIP: 31371JPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $166.26        | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    816000 | PA      | $751336.47     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                                               | CUSIP: 09290DAH4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607415.74     | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                                               | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583334.92     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                                                    | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    477615 | PA      | $417955.53     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                                                    | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109699 | PA      | $111116.76     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                                                  | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1013091.37    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                                                    | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74477 | PA      | $73942.71      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958781.25    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $791533.93     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Septerna Inc                                                                     | SEPTERNA INC                                                 | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11400 | NS      | $120498.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $887713.82     | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48999000 | PA      | $49477505.61   | 0.09%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1044959.50    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3858                                                    | CUSIP: 3132E0JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    601886 | PA      | $624505.75     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                                                              | VARONIS SYSTEMS                                              | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     65614 | NS      | $3329910.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                                                     | BARNES & NOBLE E                                             | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |     11411 | NS      | $134307.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                                                 | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1268313.24    | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    925000 | PA      | $753574.82     | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585879.12     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518061.88     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VSE Corp                                                                         | VSE CORP                                                     | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     11941 | NS      | $1564032.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $627625.73     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878593                                                    | CUSIP: 31409UC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18895 | PA      | $19876.57      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                                                    | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6974385 | PA      | $6542146.00    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146681.84     | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                                                    | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64816 | PA      | $63853.50      | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387412.50     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30368000 | PA      | $27696565.00   | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $2154500.38    | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Portillo's Inc                                                                   | PORTILLO'S-CL A                                              | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35077 | NS      | $409348.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                                                    | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    837994 | PA      | $746054.15     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TherapeuticsMD Inc                                                               | THERAPEUTICSMD                                               | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |      2173 | NS      | $2520.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                                  | FIRST SOLAR INC                                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     61704 | NS      | $10214480.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                     | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1234539.87    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8362                                                    | CUSIP: 3132DWJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2065271 | PA      | $2068484.27    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $618244.20     | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 964072                                                    | CUSIP: 31414EQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5325 | PA      | $5509.29       | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS                                            | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $153064.66     | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                                                    | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245444 | PA      | $228365.76     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                                                    | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8156896 | PA      | $6936150.53    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $839563.76     | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                                                    | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1294221 | PA      | $1245431.93    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $617153.02     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                                                    | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326590 | PA      | $315870.95     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516226.55     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179796.55     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV                                             | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   3650000 | PA      | $3706203.64    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1350974.70    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                         | EASTGROUP PROP                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     31571 | NS      | $5276145.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                   | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $754254.02     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Kezar Life Sciences Inc                                                          | KEZAR LIFE SCIEN                                             | CUSIP: 49372L209<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      3704 | NS      | $16964.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539725.24     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5                                            | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312500 | PA      | $321189.78     | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                                                    | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850412 | PA      | $1566036.00    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5461                                                    | CUSIP: 3140QRB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468565 | PA      | $478811.78     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                                                    | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99618 | PA      | $98843.14      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $888755.66     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2664995.07    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                                               | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343897.92     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438652.57     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                                               | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1085423.48    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                                                    | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117034 | PA      | $116098.41     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                                            | SKYWARD SPECIALT                                             | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |     22248 | NS      | $1285711.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                                                 | VIPER ENERGY INC                                             | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     78255 | NS      | $2983863.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                                                 | ZILLOW GRO-C                                                 | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |    110309 | NS      | $7727145.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    460000 | PA      | $420812.47     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                                             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    175334 | NS      | $6425991.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4                                            | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $419658.71     | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS                                            | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $762196.97     | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $502085.17     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                                             | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    263000 | PA      | $232172.58     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2901                                                    | CUSIP: 3140X6GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1136831 | PA      | $1080082.25    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52020000 | PA      | $25642202.47   | 0.04%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1897198.79    | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1120770.75    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268982.40     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                                                    | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280416 | PA      | $271663.56     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437500.44     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234917.81     | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 486846                                                    | CUSIP: 36210AZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2233 | PA      | $2275.49       | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lyft Inc                                                                         | LYFT INC-A                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    228325 | NS      | $3598402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1159                                                    | CUSIP: 3140X4JD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1165812 | PA      | $1135980.59    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9605                                                    | CUSIP: 36179YU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8643886 | PA      | $8670984.12    | 0.01%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                                                    | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2716684 | PA      | $2736237.64    | 0.00%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506752.31     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT                                             | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220585.11     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                                                | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243044.44     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14313000 | PA      | $14419788.43   | 0.02%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512381.98     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                                              | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90532.40      | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493269.23     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15553                                                    | CUSIP: 3128PVE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5409 | PA      | $5388.34       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Superconductor Corp                                                     | AMER SUPERCONDTR                                             | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     25234 | NS      | $925835.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richardson Electronics Ltd/United States                                         | RICHARDSON ELEC                                              | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $67550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                                     | DIVERSIFIED HEAL                                             | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135185 | NS      | $483962.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                                                 | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474529.18     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2633235.08    | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                                                | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666917.55     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1707236.16    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03510                                                    | CUSIP: 3132GJR76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24587 | PA      | $23784.42      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707113.78     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM 2016-DC2 Mortgage Trust                                                     | COMM 2016-DC2 ASB                                            | CUSIP: 12594CBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10532 | PA      | $10516.96      | 0.00%             | 2049-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cadence Bank                                                                     | CADENCE BANK                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    111924 | NS      | $3579329.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1487095.02    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Spok Holdings Inc                                                                | SPOK HOLDINGS IN                                             | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     10835 | NS      | $191562.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                                                 | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800068.60     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     72709 | NS      | $17775896.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311576.04     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860317.42     | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1572919.15    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                                                    | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10665514 | PA      | $8695854.05    | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                                               | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507504.81     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD                                             | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $203294.80     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                                                    | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183755 | PA      | $174460.82     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $707272.54     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                                                    | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    640768 | PA      | $563332.08     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6067                                                    | CUSIP: 3138WFW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454483 | PA      | $420096.70     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36467000 | PA      | $36605175.65   | 0.06%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                                       | SYNDAX PHARMACEU                                             | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     52955 | NS      | $495923.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                                           | CCC INTELLIGENT                                              | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340171 | NS      | $3201009.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                                               | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $453125.94     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2117636.65    | 0.00%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                                                    | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15652 | PA      | $16423.62      | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    656000 | PA      | $557816.93     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    719000 | PA      | $481459.11     | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PDF Solutions Inc                                                                | PDF SOLUTIONS                                                | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     22859 | NS      | $488725.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                                                    | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1225493 | PA      | $1090404.98    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $662560.24     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                                               | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440436.39     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                                                    | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    682206 | PA      | $644863.43     | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    829936 | NS      | $109584749.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                                              | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400209.49     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                          | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $204082.48     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                                               | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1920000 | PA      | $1267697.96    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                                                    | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174693 | PA      | $169247.62     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                                             | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    341000 | PA      | $274138.22     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                                                    | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283442 | PA      | $266990.11     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                                                    | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    562659 | PA      | $446489.74     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2844978.20    | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1362133.32    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                                               | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2135000 | PA      | $2006891.89    | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209818.06     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500269.35     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8308                                                    | CUSIP: 3132D6GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    740435 | PA      | $745677.55     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08726                                                    | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    772139 | PA      | $687192.53     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864740.62     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| S&T Bancorp Inc                                                                  | S & T BANCORP                                                | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24278 | NS      | $918193.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8324                                                    | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2155343 | PA      | $2158022.94    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302258.11     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5                                            | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $813960.97     | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    502000 | PA      | $507075.47     | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $620409.50     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                 | STONEX GROUP INC                                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     25026 | NS      | $2280869.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497111.31     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                                                    | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9841 | PA      | $10140.39      | 0.00%             | 2033-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP-A                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    143907 | NS      | $15917553.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                                                    | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    798311 | PA      | $725686.98     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1705812.81    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                                             | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1482008.71    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780001.40     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                                                    | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2858509 | PA      | $2637768.95    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0366                                                    | CUSIP: 3140W0MQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1327876 | PA      | $1338655.93    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $687520.64     | 0.00%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308596.70     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MannKind Corp                                                                    | MANNKIND CORP                                                | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |    172137 | NS      | $643792.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS                                        | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1216389.60    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA                                        | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    350000 | PA      | $221458.79     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $472884.40     | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1232808.37    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS                                             | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    397771 | NS      | $42012573.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ5486                                                    | CUSIP: 3140KRCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3584674 | PA      | $2861368.81    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3979                                                    | CUSIP: 3138A5M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48502 | PA      | $46892.40      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04645                                                    | CUSIP: 3128M6P69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38396 | PA      | $40501.69      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                                              | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1014813.10    | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                                               | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $537846.52     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $497426.43     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2311532.36    | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897594.79    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    985000 | PA      | $925901.65     | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                   | FLOWSERVE CORP                                               | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     80578 | NS      | $4218258.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1068883.95    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $718579.47     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                                                    | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10136892 | PA      | $8619823.71    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                                                    | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183220 | PA      | $169909.02     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                                                 | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    518000 | PA      | $512200.68     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610078.64     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peoples Financial Services Corp                                                  | PEOPLES FIN SVCS                                             | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5170 | NS      | $255242.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                                                    | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    998295 | PA      | $1009830.88    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3906741.61    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                                                    | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214220 | PA      | $201785.88     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                                             | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1029639.65    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H                                             | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399698.67     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                                                    | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    364715 | PA      | $336990.73     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS                                             | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262000 | PA      | $250491.31     | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                             | FORTREA HOLDINGS                                             | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     57658 | NS      | $284830.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7499000 | PA      | $7431100.57    | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                                                    | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    615904 | PA      | $517593.57     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                                              | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $198166.57     | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $506226.00     | 0.00%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509545.31     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES                                             | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    500000 | PA      | $280406.48     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                                              | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    800000 | PA      | $512140.15     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04972                                                    | CUSIP: 3132GLFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53696 | PA      | $50634.55      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                                              | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1298507.91    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB CORP                                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    215528 | NS      | $3142398.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8204                                                    | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    604052 | PA      | $479336.89     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ichor Holdings Ltd                                                               | ICHOR HOLDINGS L                                             | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     20918 | NS      | $410829.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00982                                                    | CUSIP: 31283HCT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $374.21        | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522828.20     | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03581                                                    | CUSIP: 3128M5J27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7756 | PA      | $8183.97       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3102000 | PA      | $3181102.30    | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Eve Holding Inc                                                                  | EVE HOLDING INC                                              | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32833 | NS      | $225234.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301876.56     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932840                                                    | CUSIP: 31412RLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2817 | PA      | $2803.83       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458186.12     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                                                | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498417.35     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759247.05     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                                                     | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17481 | PA      | $17750.16      | 0.00%             | 2041-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $252532.35     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781190                                                    | CUSIP: 36225BKB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1829 | PA      | $1891.10       | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    472000 | PA      | $490152.31     | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1578095.55    | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                                                    | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    661588 | PA      | $616778.08     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                                             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2417447.57    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    752661 | NS      | $83447525.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO                                             | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227584.13     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Agilysys Inc                                                                     | AGILYSYS INC                                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     15507 | NS      | $1777722.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                                        | ARGAN INC                                                    | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      7996 | NS      | $1762958.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                                                    | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75247 | PA      | $79404.67      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481592.44     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8767                                                    | CUSIP: 3133KQW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1299289 | PA      | $1284257.44    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161381.83     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                                                    | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301770 | PA      | $283669.75     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travere Therapeutics Inc                                                         | TRAVERE THERAPEU                                             | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54050 | NS      | $799940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59493000 | PA      | $60046098.69   | 0.10%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A4                                              | CUSIP: 43814VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506535.60     | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45106000 | PA      | $45692730.28   | 0.08%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                                              | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207230.33     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BigCommerce Holdings Inc                                                         | BIGCOMMERCE-1                                                | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     42020 | NS      | $210100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                                                    | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3833735 | PA      | $3457417.64    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228621.12     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                                                    | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6287 | PA      | $6489.51       | 0.00%             | 2037-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                                                    | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356993 | PA      | $343936.56     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638BU5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $249695.47     | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    356000 | PA      | $346764.46     | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1930000 | PA      | $1455762.61    | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1525000 | PA      | $1485713.05    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                                              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    704000 | PA      | $775306.75     | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A3                                              | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208259 | PA      | $208338.12     | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                                                    | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6956 | PA      | $7188.36       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1765566.71    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP                                             | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159165.37     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                                                 | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1036399.21    | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    122861 | NS      | $13090839.55   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4499                                                    | CUSIP: 3140X77M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611466 | PA      | $590080.86     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                                                    | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1211546 | PA      | $1141665.80    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276844.08     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                                                    | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1298510 | PA      | $1155382.91    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                                                    | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76196 | PA      | $70770.49      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                                                    | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1172133 | PA      | $1173975.93    | 0.00%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                      | ZSCALER INC                                                  | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     60863 | NS      | $19107330.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                                                    | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101000 | PA      | $106119.49     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535319                                                    | CUSIP: 31384VVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       324 | PA      | $332.07        | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                                                 | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2618111.94    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Empire State Realty Trust Inc                                                    | EMPIRE STATE REA                                             | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     84242 | NS      | $681517.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                               | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    755000 | PA      | $828428.43     | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                                               | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $178633.52     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM                                             | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2829345.67    | 0.00%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $594696.58     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                                                    | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13959 | PA      | $14510.61      | 0.00%             | 2041-03-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                                                    | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151707 | PA      | $148351.45     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC                                             | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203835.07     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3                                            | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $672133.58     | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                                                            | ANTERO MIDSTREAM                                             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207123 | NS      | $3924980.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                                  | ICU MEDICAL                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     14274 | NS      | $1886309.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452045.82     | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UFP Technologies Inc                                                             | UFP TECHNOLOGIES                                             | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      4565 | NS      | $1114590.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                                                    | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168757 | PA      | $162276.21     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    408000 | PA      | $341701.83     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                                                 | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $412504.73     | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                                             | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1915404.53    | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                                                    | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48110 | PA      | $46593.44      | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    344392 | NS      | $11172076.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                                              | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795308.49     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1145850.35    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    550000 | PA      | $387432.78     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                                                    | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3102635 | PA      | $2830679.72    | 0.00%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                                             | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477078.43     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND                                        | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     35000 | PA      | $31347.99      | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                                                    | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139095 | PA      | $134227.85     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   1500000 | PA      | $1527949.00    | 0.00%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1736688.73    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1028931.35    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TETRA Technologies Inc                                                           | TETRA TECHNOLOGI                                             | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     81500 | NS      | $273840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499941.55     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9320000 | PA      | $10538795.04   | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS                                         | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524491.45     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    549257 | NS      | $171351706.29  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                                                      | ANNEXON INC                                                  | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58962 | NS      | $141508.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    925000 | PA      | $570118.93     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Whitestone REIT                                                                  | WHITESTONE REI                                               | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28407 | NS      | $354519.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527094.81     | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016071.68    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent Inc                                              | CONCENTRA GROUP                                              | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75170 | NS      | $1546246.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $836162.87     | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25818                                                    | CUSIP: 31293PPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $132.67        | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Beyond Meat Inc                                                                  | BEYOND MEAT INC                                              | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     42680 | NS      | $148953.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Gold Pool                                                            | FG J17233                                                    | CUSIP: 3128PXBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44925 | PA      | $44473.62      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9173                                                    | CUSIP: 36179YFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1824878 | PA      | $1878463.43    | 0.00%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                                                    | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145808 | PA      | $147709.26     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    275000 | PA      | $200041.02     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                                                    | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28456 | PA      | $27953.42      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151113.85     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515064.76     | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A4                                              | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32000 | PA      | $32526.73      | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A3                                              | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $303199.50     | 0.00%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $323601.66     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                                                    | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141611 | PA      | $138692.89     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2125000 | PA      | $2163238.36    | 0.00%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1025444.33    | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                                                    | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    479663 | PA      | $473188.54     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2175000 | PA      | $2196312.45    | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987444.89     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Talkspace Inc                                                                    | TALKSPACE INC                                                | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65383 | NS      | $181764.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                                                     | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3752 | PA      | $3830.86       | 0.00%             | 2041-05-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ponce Financial Group Inc                                                        | PONCE FINANCIAL                                              | CUSIP: 732344106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13205 | NS      | $182757.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1442355.73    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                                                   | ADV ENERGY INDS                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     23505 | NS      | $3114412.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1099065.42    | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    609757 | NS      | $26475648.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                                              | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   1650000 | PA      | $1568898.34    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $509069.56     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                                                    | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1107277 | PA      | $1115116.39    | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smith Douglas Homes Corp                                                         | SMITH DOUG HOMES                                             | CUSIP: 83207R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5974 | NS      | $116015.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                                                    | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137272 | PA      | $124986.75     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2084                                                    | CUSIP: 3133USJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1155935 | PA      | $1119853.63    | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 AS                                            | CUSIP: 61767CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $388796.48     | 0.00%             | 2050-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587650                                                    | CUSIP: 36201MZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4022 | PA      | $4161.37       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3155344.45    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                                                 | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $483713.45     | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1859000 | PA      | $1567561.83    | 0.00%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| F-star Therapeutics Inc                                                          | CVR F STAR THERAPEUTIC                                       | CUSIP: N/A<br>LEI: 5493003TRY5HK3M6WH76       | Long             | EC               | CORP              | US        |      2730 | NS      | $198.16        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                                                    | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208935 | PA      | $197212.57     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2747                                                    | CUSIP: 3142GTBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1498465 | PA      | $1507352.19    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Playstudios Inc                                                                  | PLAYSTUDIOS INC                                              | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47646 | NS      | $62416.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1356156.33    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                                                      | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    241475 | PA      | $244624.60     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novavax Inc                                                                      | NOVAVAX INC                                                  | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     92583 | NS      | $583272.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp                                                       | AMALGAMATED FINA                                             | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10985 | NS      | $342732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                                                    | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4905080 | PA      | $4709438.55    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0665                                                    | CUSIP: 31417YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103372 | PA      | $100054.27     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL                                         | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    175000 | PA      | $143076.94     | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4378                                                    | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9077392 | PA      | $7228761.71    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3238                                                    | CUSIP: 3140QNS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1315786 | PA      | $1185395.69    | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                                                      | GENPACT LTD                                                  | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |    105991 | NS      | $4664663.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                                    | VALVOLINE INC                                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     74451 | NS      | $2819459.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6802811.79    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2281512.34    | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                                               | CREDO TECHNOLOGY                                             | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88337 | NS      | $8179122.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                                                | VAALCO ENERGY                                                | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     52169 | NS      | $188330.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                                                    | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    833098 | PA      | $704545.23     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    567000 | PA      | $378836.10     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1010716.41    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANUWAVE Health Inc                                                              | SANUWAVE HEALTH                                              | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6734 | NS      | $221279.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RA3266                                                    | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1394744 | PA      | $1119418.42    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959477                                                    | CUSIP: 31413YM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23671 | PA      | $24925.25      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braemar Hotels & Resorts Inc                                                     | BRAEMAR HOTELS &                                             | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     41700 | NS      | $102165.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                                                    | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1466359 | PA      | $1230924.41    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                                                    | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172304 | PA      | $171764.63     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1810032.34    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2901469.50    | 0.01%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250653                                                    | CUSIP: 31371FMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $12.19         | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502838.50     | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $982800.70     | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4                                             | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $730967.95     | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SEMrush Holdings Inc                                                             | SEMRUSH HOLDIN-A                                             | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |     30443 | NS      | $275509.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                                                    | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488881 | PA      | $457743.78     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                                                    | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2988928 | PA      | $2538922.85    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Inc                                                                     | SINCLAIR INC                                                 | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22500 | NS      | $310950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                                                         | RAPPORT THERAPEU                                             | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6368 | NS      | $72404.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                                              | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $773277.52     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1670000 | PA      | $1855032.66    | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    655000 | PA      | $510297.91     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346627.97     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5175                                                    | CUSIP: 3140XLXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1710784 | PA      | $1682171.68    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8136                                                    | CUSIP: 3140XQBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4176100 | PA      | $4247547.08    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2861 | NS      | $388552.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                                                | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296024.10     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                 | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $331530.09     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    287000 | PA      | $288163.84     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2375000 | PA      | $1399281.46    | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1542843.85    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Universal Display Corp                                                           | UNIVERSAL DISPLA                                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26152 | NS      | $4039437.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                                                    | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114866 | PA      | $110984.51     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $505424.45     | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2682                                                    | CUSIP: 3133A86T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174661 | PA      | $146017.39     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vishay Precision Group Inc                                                       | VISHAY PRECI                                                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5860 | NS      | $164666.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                                              | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $461628.49     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OFG Bancorp                                                                      | OFG BANCORP                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     28878 | NS      | $1235978.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1721318.57    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                                                    | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    838780 | PA      | $842313.47     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1178456.92    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $958572.87     | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Cricut Inc                                                                       | CRICUT INC- A                                                | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     23296 | NS      | $157713.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                                                     | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740623.54     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08835                                                    | CUSIP: 3128MJ4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241629 | PA      | $221143.07     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1156559.40    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                                             | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   1100000 | PA      | $1112022.07    | 0.00%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $647468.57     | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530017.11     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1543419.60    | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1781247.44    | 0.00%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                                                    | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390438 | PA      | $380447.52     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                                                 | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376178.00     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                                                  | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $526954.88     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Bankshares Inc                                                          | NATL BKSHS INC                                               | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |      4164 | NS      | $113260.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    187315 | NS      | $30112759.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                                                | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11212 | NS      | $358559.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574121.98     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0232                                                    | CUSIP: 3132DMHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318468 | PA      | $279981.00     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    771000 | PA      | $790689.41     | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $824599.96     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                                             | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388599.26     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TPI Composites Inc                                                               | TPI COMPOSITES I                                             | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     25021 | NS      | $21500.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 7/25                                                  | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2540332.75    | 0.00%             | 2025-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457452.81     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $482787.29     | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                                                 | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1333824.33    | 0.00%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    820000 | PA      | $833902.37     | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1285                                                    | CUSIP: 3140QLNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1963942 | PA      | $1716781.46    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    950000 | PA      | $999181.72     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                                                    | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    997386 | PA      | $958851.69     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                                                    | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3434202 | PA      | $3056244.80    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Corp                                                  | ENTRAVISION CO-A                                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     38303 | NS      | $88862.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                                               | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    500000 | PA      | $540717.10     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    700000 | PA      | $608571.65     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                                                    | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199925 | PA      | $191357.85     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viking Therapeutics Inc                                                          | VIKING THERAPEUT                                             | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |     65022 | NS      | $1723083.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                                                    | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2221117 | PA      | $1762534.90    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                                                | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1033536.77    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                                                    | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1807268 | PA      | $1850658.11    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                                                     | IRONWOOD PHARMAC                                             | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     91420 | NS      | $65566.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05757                                                    | CUSIP: 3128M7WS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40374 | PA      | $42558.91      | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                                       | DRIVEN BRANDS HO                                             | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33841 | NS      | $594247.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50496000 | PA      | $50580817.63   | 0.09%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Luby's Inc                                                                       | Luby's Inc Escrow                                            | CUSIP: 549ESC028<br>LEI: 549300YE2CRT3VKXLG60 | Long             | EC               | CORP              | US        |      6211 | NS      | $3105.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                                             | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $357256.43     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                                             | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $606125.19     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2037                                                    | CUSIP: 3132DPHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1277284 | PA      | $1257837.80    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                                                     | CROSS COUNTRY HE                                             | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     19178 | NS      | $250272.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                                                   | TEJON RANCH CO                                               | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     14680 | NS      | $248972.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                                               | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368189.19     | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                                                 | CUSIP: 50064FAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   2800000 | PA      | $2747839.52    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A4                                              | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175944.30     | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL                                             | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    253000 | PA      | $260736.39     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8147                                                    | CUSIP: 3132DWBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7131940 | PA      | $5957880.34    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300196.34     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     77145 | NS      | $8473606.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43620000 | PA      | $43827876.34   | 0.08%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   7325000 | PA      | $7415549.32    | 0.01%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563749.99     | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     93000 | PA      | $81069.19      | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC                                             | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $352524.39     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296355.19     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4572                                                    | CUSIP: 3132DSCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342253 | PA      | $342785.74     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                                                 | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $490776.30     | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                    | SDART 2021-4 D                                               | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48932 | PA      | $48458.99      | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                                             | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190099.88     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297330.64     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                                                    | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    486836 | PA      | $463428.39     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A3                                               | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $505096.00     | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878674.76     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75123.78      | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                                                        | FIVE9 INC                                                    | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     45692 | NS      | $1209924.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     71281 | NS      | $15537119.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    550000 | PA      | $540358.65     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    506000 | PA      | $477614.77     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1004733.95    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1403972.78    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                                                    | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9467396 | PA      | $9606767.99    | 0.02%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PubMatic Inc                                                                     | PUBMATIC INC-A                                               | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23701 | NS      | $294840.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401080.58    | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                                             | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430421.40     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                                             | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199222.79     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                                             | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335490.10     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $763613.33     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                                                    | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433639.31     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                                                   | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2651617.05    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                                               | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $762713.26     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                                                    | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299770.47     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1133                                                    | CUSIP: 31427NHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1313181 | PA      | $1318096.81    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $600097.85     | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERTEC Inc                                                                      | EVERTEC INC                                                  | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40682 | NS      | $1466586.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552680.57     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                                              | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640757.51     | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1015336.72    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                               | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    835000 | PA      | $637857.63     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421718.39     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                                              | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    762777 | PA      | $747276.49     | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B                                             | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $190004.00     | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                                                | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233602.37     | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1811789.09    | 0.00%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                                                 | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    425000 | PA      | $349072.93     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                                                    | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151613 | PA      | $149100.37     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                                               | KRAFT HEINZ CO/T                                             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    487758 | NS      | $12593911.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA                                             | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328792 | PA      | $314889.14     | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302540.85     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264440.94     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4955                                                    | CUSIP: 3140X8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1057911 | PA      | $996506.99     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iTeos Therapeutics Inc                                                           | ITEOS THERAPEUTI                                             | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17698 | NS      | $176449.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1075000 | PA      | $1077620.85    | 0.00%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262356.42     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1                                            | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $470533.95     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1018075 | NS      | $59689737.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    742000 | PA      | $683219.53     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0443                                                    | CUSIP: 3140EUP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173321 | PA      | $160044.69     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XBiotech Inc                                                                     | XBIOTECH INC                                                 | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | US        |     11679 | NS      | $34686.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                                                    | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91374 | PA      | $92382.28      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Investar Holding Corp                                                            | INVESTAR HOLDING                                             | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      6106 | NS      | $117967.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                    | SDART 2022-6 C                                               | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97603 | PA      | $97644.26      | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $697267.28     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                                                    | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7400097 | PA      | $6038104.57    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                                                    | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    312792 | PA      | $290999.67     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $476910.62     | 0.00%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                   | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1271392.01    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Reviva Pharmaceuticals Holdings Inc                                              | REVIVA PHARMACEU                                             | CUSIP: 76152G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5640 | NS      | $2149.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                  | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1199000 | PA      | $1065122.80    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                                                 | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108282.80     | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS                                             | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144199.59     | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                                                    | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2132785 | PA      | $2171273.36    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59369000 | PA      | $61228919.16   | 0.11%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U-Haul Holding Co                                                                | U-HAUL HOLDING C                                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     63519 | NS      | $3453528.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                                                    | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7440 | PA      | $7832.99       | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 A3                                            | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $511909.07     | 0.00%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                                                    | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    756215 | PA      | $724994.83     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                                               | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2135000 | PA      | $2095360.79    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40101000 | PA      | $41200644.41   | 0.07%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                                                   | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1843429.31    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                                              | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $215435.16     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                                                    | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400396 | PA      | $366848.86     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENERGY CO                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    137185 | NS      | $16042413.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $395896.62     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Seadrill Ltd                                                                     | SEADRILL LIMITED                                             | CUSIP: G7997W102<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | US        |     31444 | NS      | $825405.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1091265.01    | 0.00%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2022-3 A                                               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1948068.53    | 0.00%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8254                                                    | CUSIP: 3132D6E30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    616462 | PA      | $635366.23     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                             | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027934.52    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $856017.79     | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                                               | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286594.61     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                                                    | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    246206 | PA      | $222894.42     | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9322                                                    | CUSIP: 3140QVLC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2096981 | PA      | $2120558.02    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                    | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507383.14     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $700265.67     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                                              | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343044.01     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9663                                                    | CUSIP: 31417GWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599437 | PA      | $543481.92     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gannett Co Inc                                                                   | GANNETT CO INC                                               | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     86434 | NS      | $309433.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7880                                                    | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4618103 | PA      | $3764530.33    | 0.01%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781908                                                    | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11468 | PA      | $11581.04      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                                                    | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1304434 | PA      | $1178429.85    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                                                            | ALKAMI TECHNOLOG                                             | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43829 | NS      | $1321006.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                                                        | UTAH MEDICAL PRO                                             | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      2090 | NS      | $118962.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astera Labs Inc                                                                  | ASTERA LABS INC                                              | CUSIP: 04626A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80138 | NS      | $7246077.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                                                    | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    338421 | PA      | $335166.86     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                   | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303663.21     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                                                 | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74941.44      | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                        | FLUTTER ENTER-DI                                             | CUSIP: G3643J108<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | US        |    106987 | NS      | $30572605.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                                              | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    425000 | PA      | $319265.55     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                                                       | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1052621.58    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393074.06     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 A4                                             | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $584937.96     | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                                              | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551001.95     | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8293                                                    | CUSIP: 3140QUGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2514132 | PA      | $2546328.16    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SkyWest Inc                                                                      | SKYWEST INC                                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     23463 | NS      | $2415985.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                                                                | JAKKS PACIFIC                                                | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      4967 | NS      | $103214.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4954                                                    | CUSIP: 3140XLQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1315843 | PA      | $1308021.84    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                                               | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    550000 | PA      | $461192.11     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                                                    | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    882636 | PA      | $828486.77     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                                                              | ONTO INNOVATION                                              | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     30259 | NS      | $3054040.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738015                                                    | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121560 | PA      | $120234.99     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                                            | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511584.80     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                                                    | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       694 | PA      | $714.15        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1509                                                    | CUSIP: 3140W1VB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2092593 | PA      | $2116120.76    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hackett Group Inc/The                                                            | HACKETT GROUP                                                | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     15802 | NS      | $401686.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1221495.50    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CorMedix Inc                                                                     | CORMEDIX INC                                                 | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |     45060 | NS      | $555139.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                                                    | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2225348 | PA      | $2142864.21    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM                                             | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $338170.86     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                                                    | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2162732 | PA      | $1981103.32    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                                                    | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1224904 | PA      | $1131080.40    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    489000 | PA      | $491437.46     | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $673246.89     | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                                                   | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    647000 | PA      | $635756.39     | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701811                                                    | CUSIP: 36296UVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43488 | PA      | $43050.04      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0530                                                    | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1042319 | PA      | $1078559.48    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $914185.71     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                    | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    451000 | PA      | $424975.54     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5                                            | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $344320.28     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                                              | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18610 | PA      | $18522.83      | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT                                             | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $374115.49     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                                                    | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    527625 | PA      | $514783.07     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC                                             | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682338.79     | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                                              | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507721.62     | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH                                         | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $263713.52     | 0.00%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4025000 | PA      | $3965900.49    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                                                    | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3418 | PA      | $3527.31       | 0.00%             | 2035-12-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Enterprise Bancorp Inc/MA                                                        | ENTERPRISE BANCO                                             | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6024 | NS      | $238791.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $687552.60     | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co                                                           | VICTORIA'S SECRE                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     48238 | NS      | $893367.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                                                    | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6899 | PA      | $7147.18       | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                                                    | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    422686 | PA      | $387774.15     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                                                    | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    338631 | PA      | $325877.33     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6300                                                    | CUSIP: 3140XNAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2826741 | PA      | $2468347.71    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                                             | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686922.36     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS                                            | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $286019.46     | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                                                    | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3084034 | PA      | $2729618.82    | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                                                    | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2367939 | PA      | $2446200.29    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Repligen Corp                                                                    | REPLIGEN CORP                                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     32654 | NS      | $4061504.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO/THE                                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    191869 | NS      | $6999381.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971765.48     | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                                                    | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24887 | PA      | $25815.95      | 0.00%             | 2042-07-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52434000 | PA      | $47895181.88   | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500144.51     | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383007.10     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hagerty Inc                                                                      | HAGERTY INC-A                                                | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22074 | NS      | $223168.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1259565.97    | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cactus Inc                                                                       | CACTUS INC- A                                                | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     41310 | NS      | $1806073.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5                                            | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $483990.76     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                                             | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588813.55     | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4492                                                    | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4510667 | PA      | $3583602.42    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    880000 | PA      | $867655.37     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2294000 | PA      | $2340844.97    | 0.00%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ServiceTitan Inc                                                                 | SERVICETITAN INC                                             | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4696 | NS      | $503317.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1255211.03    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                                                    | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100432 | PA      | $1089839.90    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL MA                                             | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |    242726 | NS      | $34435537.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A4                                              | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99393.61      | 0.00%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205961.47     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344308.37     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                                              | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $551771.35     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                                                  | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593885.38     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON                                             | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $329409.46     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783635                                                    | CUSIP: 3622A2BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8701 | PA      | $8593.52       | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31735000 | PA      | $31506904.69   | 0.05%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                                                    | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182328 | PA      | $171631.13     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843094.12    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                                                    | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2837750 | PA      | $2894822.89    | 0.00%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                         | ETSY INC                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     61443 | NS      | $3081980.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656659.01     | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2815000 | PA      | $3373726.27    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381488.97     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                                                    | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92568 | PA      | $89685.07      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1619128.87    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290720.99     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5124550.70    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013617.71    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                                                    | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155272 | PA      | $153680.58     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200933.36     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552246                                                    | CUSIP: 36213EP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4700 | PA      | $4856.78       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2612882.02    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2365180.44    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                                                 | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $473261.40     | 0.00%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMM CORP                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     64577 | NS      | $15165262.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                               | UNITY SOFTWARE I                                             | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |    197160 | NS      | $4771272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA9466                                                    | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1471267 | PA      | $1473096.07    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                                                    | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181552 | PA      | $183621.69     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                                              | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $281461.33     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31620000 | PA      | $31550831.25   | 0.05%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | MSC 2019-H7 A4                                               | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189757.44     | 0.00%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 B                                             | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97374 | PA      | $93498.49      | 0.00%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    708000 | PA      | $736120.00     | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                                                    | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224345 | PA      | $202597.40     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    520000 | PA      | $497835.26     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810639.99     | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                                                    | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199712 | PA      | $175014.91     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458320.16     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    850000 | PA      | $874568.51     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52791000 | PA      | $53184870.48   | 0.09%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5                                            | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $924550.93     | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB                                             | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1786744.63    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                                                    | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    601492 | PA      | $564794.30     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $520894.78     | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS                                            | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196190.42     | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                                                    | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241652 | PA      | $239673.93     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                                                    | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17745 | PA      | $18509.93      | 0.00%             | 2041-04-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                                                | PROASSURANCE COR                                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     29558 | NS      | $674809.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                                               | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295889.30     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290609.48     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4412                                                    | CUSIP: 31418D3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1005617 | PA      | $756297.64     | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Compass Inc                                                                      | COMPASS INC - A                                              | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |    316929 | NS      | $1990314.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965511                                                    | CUSIP: 31414GDQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16854 | PA      | $17742.15      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER C                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    283045 | NS      | $62558605.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                                             | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010433.83    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Home Bancorp Inc                                                                 | HOME BANCORP INC                                             | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3816 | NS      | $197592.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1405373.43    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                                                  | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    700000 | PA      | $367158.72     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5918                                                    | CUSIP: 3140XMSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1052292 | PA      | $1065767.94    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                                                      | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   1350000 | PA      | $1518806.33    | 0.00%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2763294.56    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51473000 | PA      | $51863068.57   | 0.09%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                                                    | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116569 | PA      | $117929.20     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lyell Immunopharma Inc                                                           | LYELL IMMUNOPHAR                                             | CUSIP: 55083R203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5286 | NS      | $46728.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                                                    | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    677550 | PA      | $623781.06     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                                           | HERITAGE COMMERC                                             | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     39071 | NS      | $387975.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                                                  | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263578.69     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                                                    | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3918595 | PA      | $3651961.25    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SES AI Corp                                                                      | SES AI CORP                                                  | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93700 | NS      | $83233.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A4                                              | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100709.35     | 0.00%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                                                    | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    343100 | PA      | $337001.40     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                                                   | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    452000 | PA      | $498781.33     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39182000 | PA      | $28873766.70   | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150454.53     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                                                   | PLUG POWER INC                                               | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    592951 | NS      | $883496.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                                                               | ENACT HOLDINGS I                                             | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     17610 | NS      | $654211.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292753.33     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                                                    | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1031371 | PA      | $1018472.15    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395092.16     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38812                                                    | CUSIP: 31297UYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35306 | PA      | $36540.87      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5985000 | PA      | $4221750.35    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    409000 | PA      | $406488.89     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $569932.88     | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Powell Industries Inc                                                            | POWELL INDS INC                                              | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      6024 | NS      | $1267750.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                                                 | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    304000 | PA      | $307311.53     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5389                                                    | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3229020 | PA      | $3284263.26    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                                                     | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $755905.98     | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $360389.27     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $839624.89     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                                                                     | EXPONENT INC                                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     31544 | NS      | $2356652.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87985000 | PA      | $85922851.56   | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                             | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1269897.32    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2021-A2 A2                                             | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2175000 | PA      | $2010252.45    | 0.00%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Middlesex Water Co                                                               | MIDDLESEX WATER                                              | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11771 | NS      | $637752.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8572                                                    | CUSIP: 36179XQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450002 | PA      | $463708.20     | 0.00%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8309                                                    | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1281020 | PA      | $1307339.60    | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                   | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205876.69     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM ENERGY CO                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     70071 | NS      | $1731454.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6500000 | PA      | $6254748.50    | 0.01%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    566000 | PA      | $573933.88     | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I                                             | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |   1363000 | PA      | $1380221.27    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                              | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    610000 | PA      | $656554.10     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                                               | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538721.42     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1291712.49    | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                                              | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    650000 | PA      | $565861.49     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1084362.50    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2226776.05    | 0.00%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ennis Inc                                                                        | ENNIS INC                                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13575 | NS      | $246250.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                                           | TRINITY INDUSTRI                                             | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     50459 | NS      | $1362897.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1790000 | PA      | $1839576.53    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                                                    | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    435969 | PA      | $414092.75     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238820.40     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5061                                                    | CUSIP: 31418ETT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1489372 | PA      | $1517977.15    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                                             | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3401226.79    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    199177 | NS      | $25411001.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    116046 | NS      | $1854415.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295023.12     | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                                                    | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    438675 | PA      | $437854.87     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC                                             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648074.46     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7183                                                    | CUSIP: 3133KN6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    281875 | PA      | $262167.29     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank First Corp                                                                  | BANK FIRST CORP                                              | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5853 | NS      | $688605.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A4                                              | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275660.74     | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                                                   | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   8500000 | PA      | $7947763.50    | 0.01%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $476087.33     | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354598.40     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188416.57     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                                             | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $631696.19     | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5                                            | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35066 | PA      | $33822.47      | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                                                            | LEMAITRE VASCULA                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     12243 | NS      | $1016781.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1163402.38    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                                                    | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107449 | PA      | $99713.38      | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481175.77     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A3                                              | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150930.63     | 0.00%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Eventbrite Inc                                                                   | EVENTBRITE INC-A                                             | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     34474 | NS      | $90666.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4376397.52    | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co                                                       | DIAMONDROCK HOSP                                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    117653 | NS      | $901221.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                                                    | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18924 | PA      | $19652.40      | 0.00%             | 2042-02-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2750                                                    | CUSIP: 3140QNBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1605187 | PA      | $1341944.64    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                                 | BJ'S WHOLESALE C                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     79908 | NS      | $8616479.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                                                | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1480000 | PA      | $1606079.76    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507177.57     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                                                | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1009209.04    | 0.00%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK                                             | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $465994.80     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| RPC Inc                                                                          | RPC INC                                                      | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58323 | NS      | $275867.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1830000 | PA      | $2096098.10    | 0.00%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3190177.34    | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                                              | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $850615.53     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                                              | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460323.16     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern States Bancshares Inc                                                   | SOUTHERN STATES                                              | CUSIP: 843878307<br>LEI: 54930074ZMW7KARTWQ27 | Long             | EC               | CORP              | US        |      4057 | NS      | $147553.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                                               | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132172.61     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                                                    | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226393 | PA      | $214375.91     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                                              | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $291777.41     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                                                      | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379369 | PA      | $375732.52     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K737 A2                                                 | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1664663.12    | 0.00%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Unitil Corp                                                                      | UNITIL CORP                                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9983 | NS      | $520613.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1072404.76    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                                              | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $307700.82     | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                                                 | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    830000 | PA      | $612762.36     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                   | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $693620.51     | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                   | CUSIP: 31428XCP9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    435000 | PA      | $332447.36     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                 | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1331585.12    | 0.00%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                                                  | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    465000 | PA      | $436496.98     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd                                              | WHITE MOUNTAINS                                              | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |      1502 | NS      | $2697171.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1014821.93    | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                                                | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    800000 | PA      | $639912.69     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952459                                                    | CUSIP: 31413QTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31244 | PA      | $32908.58      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A4                                              | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100160.08     | 0.00%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 AS                                            | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $43115.15      | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3488                                                    | CUSIP: 31418C2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995603 | PA      | $1929956.19    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                                                | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    308000 | PA      | $308854.03     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1060583.79    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8268                                                    | CUSIP: 3140XQFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    685629 | PA      | $698580.07     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDS                                                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     30406 | NS      | $3187765.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                  | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1095597.65    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4285                                                    | CUSIP: 3132E0XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    479066 | PA      | $482506.37     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    785000 | PA      | $700642.89     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $282231.90     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Neogen Corp                                                                      | NEOGEN CORP                                                  | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    136261 | NS      | $651327.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301070.01     | 0.00%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ooma Inc                                                                         | OOMA INC                                                     | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13024 | NS      | $168009.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48559000 | PA      | $46825291.71   | 0.08%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    511000 | PA      | $406954.38     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BancFirst Corp                                                                   | BANCFIRST CORP                                               | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     11588 | NS      | $1432508.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD                                             | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $668796.56     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                                              | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    525000 | PA      | $595388.94     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY                                             | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $473004.60     | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862603.55     | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                                                    | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1917596 | PA      | $1704432.94    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                                                | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    525000 | PA      | $428572.85     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                                              | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501031.64     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K756 A2                                                 | CUSIP: 3137HDVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $516855.15     | 0.00%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                                              | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1031448.34    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   4600000 | PA      | $4757279.58    | 0.01%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73258000 | PA      | $69841200.73   | 0.12%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586756.02     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527406.31     | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                        | CONSTRUCTION P-A                                             | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     28526 | NS      | $3031743.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                                                    | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239353 | PA      | $234691.62     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255671                                                    | CUSIP: 31371L6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21905 | PA      | $22603.58      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516749.47     | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                                                    | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       482 | PA      | $506.47        | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                      | CORTEVA INC                                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    412323 | NS      | $30730433.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                                             | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483130.99     | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1277114.80    | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP                                             | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $256081.25     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN                                             | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650231.70     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc                                                            | ALPHATEC HOLDING                                             | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     60762 | NS      | $674458.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   2846832 | NS      | $784729240.80  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                                             | MARTEN TRANSPORT                                             | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33456 | NS      | $434593.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                                               | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    930000 | PA      | $910686.71     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EART 2022-4A C                                               | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33126 | PA      | $33131.01      | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1908000 | PA      | $1757824.92    | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2133720.08    | 0.00%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                                                    | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349912 | PA      | $337267.89     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DJ5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $429747.84     | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                                               | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489885.98     | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363718.34     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $347910.96     | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies Inc                                                | ATMUS FILTRATION                                             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51767 | NS      | $1885354.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5377                                                    | CUSIP: 3132DS6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2177214 | PA      | $2229430.83    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $499736.62     | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                                                    | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2221 | PA      | $2259.38       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413670.36    | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                                                    | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192757 | PA      | $187222.71     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494264.49     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1273870.36    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                                                      | JACK HENRY                                                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     44047 | NS      | $7935947.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $509474.05     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                                                    | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       145 | PA      | $147.80        | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    403770 | NS      | $16607060.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                                                    | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358100 | PA      | $331678.17     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495473.51     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90447200 | PA      | $92913298.99   | 0.16%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TriCo Bancshares                                                                 | TRICO BANCSHARES                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17122 | NS      | $693269.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $692735.28     | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                                               | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $206552.55     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    110807 | NS      | $33225478.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS                                             | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $254224.64     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                  | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553796.92     | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69654                                                    | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13931 | PA      | $14702.70      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                                                    | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    469444 | PA      | $425275.23     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                                                    | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    697515 | PA      | $617798.35     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                                                    | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4277899 | PA      | $3789628.30    | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                                                 | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $623561.73     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                                                    | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273767 | PA      | $253379.66     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                                                    | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220180 | PA      | $219971.89     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                                               | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $339415.87     | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                                                    | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    222556 | PA      | $217139.13     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                                                    | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    373010 | PA      | $348786.16     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC                                             | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525020.98     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517377.53     | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5316000 | PA      | $5177433.94    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                                                     | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17059 | PA      | $17334.20      | 0.00%             | 2040-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                                                    | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1984622 | PA      | $1776411.52    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 250737                                                    | CUSIP: 31371FPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $5.72          | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCM Technologies Inc                                                             | RCM TECH INC                                                 | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4309 | NS      | $101563.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49956000 | PA      | $48170463.16   | 0.08%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                                             | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $296712.59     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                     | INSULET CORP                                                 | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     42695 | NS      | $13413915.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303181.41     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1794                                                    | CUSIP: 3138WA7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8368 | PA      | $8250.98       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comstock Inc                                                                     | COMSTOCK INC                                                 | CUSIP: 205750409<br>LEI: 549300PX1C7TOIY9SK20 | Long             | EC               | CORP              | US        |     11989 | NS      | $45438.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3824494.87    | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                                                    | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    907166 | PA      | $881968.63     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                                    | REXFORD INDUSTRI                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    140987 | NS      | $5014907.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455575.90     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Information Services Group Inc                                                   | INFORMATION SERV                                             | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     29685 | NS      | $142488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $758956.27     | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    564000 | PA      | $596936.13     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273307.84     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                                             | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    588000 | PA      | $578425.12     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                            | EAST WEST BNCRP                                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83056 | NS      | $8386994.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $190623.72     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4992                                                    | CUSIP: 31418ERN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622809 | PA      | $629359.34     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                      | VISTRA CORP                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    205742 | NS      | $39874857.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                                                     | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603487.23     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Corp                                                              | PARK AEROSPACE C                                             | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     11793 | NS      | $174182.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                                           | PIONEER BANCORP                                              | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8918 | NS      | $107283.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $308732.81     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1172193.38    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                 | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $429304.98     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1197823.87    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                                              | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $609568.38     | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1142894.20    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC                                        | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $204131.35     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Inc                                                            | EXCELERATE ENE-A                                             | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13156 | NS      | $385733.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                                               | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $822657.82     | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                                              | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131089.56     | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1469000 | PA      | $965256.38     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    555000 | PA      | $542267.86     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA                                             | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067232.46    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 AS                                             | CUSIP: 05552ABD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $95840.16      | 0.00%             | 2053-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Voyager Technologies Inc                                                         | VOYAGER TECH-A                                               | CUSIP: 92892B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7673 | NS      | $301165.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6360                                                    | CUSIP: 3133A1B50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1178589 | PA      | $1064004.61    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    625000 | PA      | $673917.39     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                                                              | CURTISS-WRIGHT                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     22802 | NS      | $11139917.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1566709.29    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15305                                                    | CUSIP: 3128PU3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10950 | PA      | $10911.31      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    850000 | PA      | $863117.07     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AstroNova Inc                                                                    | ASTRONOVA INC                                                | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |      2465 | NS      | $28569.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1048922.47    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7376                                                    | CUSIP: 3140QFFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1268427 | PA      | $1118706.07    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0082                                                    | CUSIP: 3128LLCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24419 | PA      | $25315.15      | 0.00%             | 2041-12-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ultralife Corp                                                                   | ULTRALIFE CORP                                               | CUSIP: 903899102<br>LEI: 529900NVAFLKA00F3U05 | Long             | EC               | CORP              | US        |      6533 | NS      | $58666.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                                             | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $653612.87     | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vir Biotechnology Inc                                                            | VIR BIOTECHNOLOG                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71121 | NS      | $358449.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A3                                             | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136216 | PA      | $134610.35     | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC                                             | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    625000 | PA      | $626124.72     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502249.63     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414632.46     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1210355.86    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1456736 | NS      | $222516424.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    875000 | PA      | $890759.90     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1076372.61    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                             | INVITATION HOMES                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352332 | NS      | $11556489.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                                              | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    725000 | PA      | $718561.19     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9608                                                    | CUSIP: 36179YU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    509913 | PA      | $527864.84     | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD                                             | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    500000 | PA      | $498792.97     | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                                                    | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518499 | PA      | $503148.54     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $6104901.03    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| 374Water Inc                                                                     | 374WATER INC                                                 | CUSIP: 88583P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53808 | NS      | $17449.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac Pool                                                                 | FR RJ2857                                                    | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1798314 | PA      | $1770625.96    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    825000 | PA      | $727313.11     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sera Prognostics Inc                                                             | SERA PROGNOSTI-A                                             | CUSIP: 81749D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11848 | NS      | $32818.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    863000 | PA      | $873208.08     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                                               | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $304910.34     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| American Airlines Group Inc                                                      | AMERICAN AIRLINE                                             | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401948 | NS      | $4509856.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $419159.45     | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6957                                                    | CUSIP: 3132DUWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2140469 | PA      | $2176575.04    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                                                    | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    725855 | PA      | $694513.78     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20226000 | PA      | $20116179.09   | 0.03%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Interface Inc                                                                    | INTERFACE INC                                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     35478 | NS      | $742554.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unusual Machines Inc /US                                                         | UNUSUAL MACHINES                                             | CUSIP: 91532F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23669 | NS      | $202843.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries Inc                                                 | HAWAIIAN ELEC                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    106259 | NS      | $1129533.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256101                                                    | CUSIP: 31371MNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25668 | PA      | $26508.74      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                                              | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725986.97     | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                               | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197808.81     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nkarta Inc                                                                       | NKARTA INC                                                   | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19414 | NS      | $32227.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                                              | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1140250.88    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                                                    | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435398 | PA      | $440379.47     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    875000 | PA      | $508680.84     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474200.96     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund                               | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    583194 | NS      | $58313541.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR                                             | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $209166.68     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                                             | REGENCY CENTERS                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    109245 | NS      | $7781521.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                 | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1146954.20    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    950000 | PA      | $825652.07     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                                                    | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2487532 | PA      | $2299614.43    | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Live                                                  | LIBERTY MEDIA CO                                             | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27883 | NS      | $2262984.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5                                            | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $752399.60     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 A3                                           | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $795325.73     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                                             | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99231.90      | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4848000 | PA      | $4739365.73    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632492.24     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4216                                                    | CUSIP: 3132E0VH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1057802 | PA      | $1102349.28    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A3                                              | CUSIP: 34529NAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125249 | PA      | $125485.48     | 0.00%             | 2026-10-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                                              | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    988000 | PA      | $862283.61     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                                                    | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2262313 | PA      | $2067933.69    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208304.10     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bankwell Financial Group Inc                                                     | BANKWELL FINANCI                                             | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      2772 | NS      | $99875.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354632.61     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                                             | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782481.93     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $842370.61     | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                                                    | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41045 | PA      | $42330.26      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL                                          | CUSIP: 13063EBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $256528.55     | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06021                                                    | CUSIP: 3128M8AW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205118 | PA      | $212710.77     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                                                   | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $604807.22     | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CTO Realty Growth Inc                                                            | CTO REALTY GROWT                                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15777 | NS      | $272311.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                                                 | LEONARDO DRS INC                                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     48369 | NS      | $2248191.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     89171 | NS      | $2766976.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriServ Financial Inc                                                          | AMERISERV FINANC                                             | CUSIP: 03074A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82552 | NS      | $250958.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                             | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $814779.41     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                   | HUNT (JB) TRANS                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     48005 | NS      | $6893518.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI                                             | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470499.80     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3038801.12    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                                              | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    987000 | PA      | $989348.41     | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                                               | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5569760.93    | 0.01%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                                                  | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    913000 | PA      | $848716.04     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     84380 | NS      | $88535715.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                                             | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489136.98     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     86778 | NS      | $4499439.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507361.27     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                                                | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364608.78     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                                                     | TOPGOLF CALLAWAY                                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     82494 | NS      | $664076.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                                                       | INVENTRUST PROPE                                             | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     50582 | NS      | $1385946.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                                                    | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409746 | PA      | $421460.47     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                                               | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $501983.87     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9966                                                    | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1997604 | PA      | $2025606.87    | 0.00%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A-Mark Precious Metals Inc                                                       | A-MARK PRECIOUS                                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     11724 | NS      | $260038.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5679                                                    | CUSIP: 3140XMJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1706774 | PA      | $1709429.82    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                                               | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $1986581.03    | 0.00%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                                                    | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181094 | PA      | $144666.54     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                                                        | MERIT MEDICAL                                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     36132 | NS      | $3377619.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535248.22     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4                                             | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $412021.08     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4910                                                    | CUSIP: 3140XLN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1264157 | PA      | $1275209.68    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723932.12     | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                 | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505971.97     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8006                                                    | CUSIP: 3132DV3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13595 | PA      | $12806.22      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                                                 | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1048401.28    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                                                | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178595.33     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261441.11     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021754.79    | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $931689.87     | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    675000 | PA      | $700002.42     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                                                    | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137138 | PA      | $135129.23     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1296590.33    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                                                     | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258412.97     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                                         | COMMSCOPE HOLDIN                                             | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    159052 | NS      | $1316950.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5787                                                    | CUSIP: 3140XMND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    695185 | PA      | $716202.49     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4143                                                    | CUSIP: 3140XKS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1066872 | PA      | $1070199.32    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                              | ARISTA NETWORKS                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    607582 | NS      | $62161714.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502860.52     | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                                              | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237356.48     | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                                                    | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69203 | PA      | $70007.69      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5552                                                    | CUSIP: 31418FE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8948846 | PA      | $8771911.19    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    853000 | PA      | $855786.21     | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509540.02     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    950000 | PA      | $877051.72     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                                               | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118488.53     | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                                              | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $342281.44     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS IN                                             | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     19366 | NS      | $2550308.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    135729 | NS      | $5520098.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A3                                              | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97417 | PA      | $97652.48      | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Quad/Graphics Inc                                                                | QUAD GRAPHICS IN                                             | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     22982 | NS      | $129848.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5270                                                    | CUSIP: 3133KL2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    730244 | PA      | $640853.47     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                                                     | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159256.67     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $502020.49     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $247610.43     | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS                                         | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $118739.66     | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Joint Corp/The                                                                   | JOINT CORP/THE                                               | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9539 | NS      | $110080.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                                               | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $401239.06     | 0.00%             | 2049-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                                               | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $340241.48     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                                          | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1363641.89    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                                              | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101188.64     | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                                                 | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292893 | PA      | $284280.28     | 0.00%             | 2042-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                                             | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82934.43      | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                                                    | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45139 | PA      | $45719.09      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                                                  | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $221639.50     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lincoln Educational Services Corp                                                | LINCOLN EDUCATIO                                             | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     15484 | NS      | $356906.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4866                                                    | CUSIP: 3140XLMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    934731 | PA      | $929174.84     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA                                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163480 | PA      | $159048.50     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                                             | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $436895.15     | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                                                    | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46050 | PA      | $45163.70      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benitec Biopharma Inc                                                            | BENITEC BIOPHARM                                             | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11867 | NS      | $138843.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                                             | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $458971.99     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K057 A2                                                 | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974150 | PA      | $957702.12     | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                                                    | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1314260 | PA      | $1327394.23    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                                                    | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41299 | PA      | $40029.59      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS-A                                               | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     11269 | NS      | $2719435.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0731                                                    | CUSIP: 3140XFY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2207178 | PA      | $1776994.47    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    950000 | PA      | $953894.05     | 0.00%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brookline Bancorp Inc                                                            | BROOKLINE BANCRP                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53848 | NS      | $568096.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                                              | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $311030.18     | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    135504 | NS      | $4536673.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc                                                                  | ALTI GLOBAL INC                                              | CUSIP: 02157E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23697 | NS      | $98342.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                                                    | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525673 | PA      | $527969.34     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                                              | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     43384 | NS      | $5475494.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    775000 | PA      | $761395.21     | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307480.75     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                                                              | URANIUM ENERGY                                               | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    250001 | NS      | $1700006.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66953                                                    | CUSIP: 31287SWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5273 | PA      | $5567.65       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                                              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750674.82     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                                             | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461021.57     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                                              | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1050000 | PA      | $899820.50     | 0.00%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                    | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    325000 | PA      | $320972.16     | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59690000 | PA      | $59857878.13   | 0.10%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc                                                           | FULL HOUSE RESRT                                             | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     29586 | NS      | $108284.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                                               | INTEGRA LIFESCIE                                             | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     40453 | NS      | $496358.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                                                    | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1256966 | PA      | $1192890.58    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                                                       | CARMAX INC                                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91838 | NS      | $6172431.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                                                    | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3633001 | PA      | $3207579.78    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                                             | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1659793.98    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                                               | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546637.85     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                                              | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $318394.33     | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WEST                                                | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     71579 | NS      | $6404173.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                                                    | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127451 | PA      | $123791.82     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                                                      | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7030 | PA      | $6973.44       | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cava Group Inc                                                                   | CAVA GROUP INC                                               | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60257 | NS      | $5075447.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                                               | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124592.48    | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                                                    | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    465469 | PA      | $453558.16     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS                                        | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $267477.08     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5421                                                    | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3414831 | PA      | $3473253.85    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympic Steel Inc                                                                | OLYMPIC STEEL                                                | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      6373 | NS      | $207696.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                                                 | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148198.30     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                                                    | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57959 | PA      | $57359.92      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FrontView REIT Inc                                                               | FRONTVIEW REIT I                                             | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9289 | NS      | $111468.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034975.09    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1724392.25    | 0.00%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                                                | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $2029952.45    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                                                | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    400000 | PA      | $237639.52     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $496403.30     | 0.00%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776388.61     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                                              | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    425000 | PA      | $390915.75     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                                             | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265522.97     | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                                                    | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6003169 | PA      | $4897343.53    | 0.01%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A4                                              | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102084.37     | 0.00%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1179804.55    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279616.52     | 0.00%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694705.49     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1299000 | PA      | $1224585.90    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                                               | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346089.18     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490945.03     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    322644 | NS      | $17025923.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                                             | ORTHOPEDIATRICS                                              | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      9694 | NS      | $208227.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                                              | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450015.75     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 C                                               | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76002.12      | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $955914.56     | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8262                                                    | CUSIP: 3132D6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1033702 | PA      | $1043604.77    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACV Auctions Inc                                                                 | ACV AUCTIONS-A                                               | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100870 | NS      | $1636111.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 AS                                            | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77777.22      | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                                                              | KODIAK SCIENCES                                              | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     17382 | NS      | $64834.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                                             | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031812.42    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $829534.70     | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6202                                                    | CUSIP: 3138WF3L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26160 | PA      | $24180.98      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A4                                               | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $406447.48     | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   2155441 | NS      | $149544496.58  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                                             | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $622115.38     | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 B                                               | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20427 | PA      | $20413.60      | 0.00%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL                                             | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $591101.22     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                                                            | NEW YORK TIMES-A                                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     91981 | NS      | $5149096.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 AS                                               | CUSIP: 05610CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50902.77      | 0.00%             | 2056-02-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Myomo Inc                                                                        | MYOMO INC                                                    | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |     18756 | NS      | $40512.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                                            | LANCASTER COLONY                                             | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     11809 | NS      | $2040240.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                                             | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    431000 | PA      | $435368.09     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486010.03     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1669992.13    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                                             | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300161.08     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                                                    | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6408195 | PA      | $6428177.87    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                                                    | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1268053 | PA      | $1016151.26    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2295000 | PA      | $2286679.63    | 0.00%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                                                    | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1415512 | PA      | $1374425.26    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2891111.53    | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1268633.23    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5170                                                    | CUSIP: 3140XLW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1574272 | PA      | $1577016.48    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1576815.14    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Paramount Group Inc                                                              | PARAMOUNT GROUP                                              | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109537 | NS      | $668175.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    720000 | PA      | $486183.27     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                                                   | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218219.85     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AK0616                                                    | CUSIP: 36183HVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    585244 | PA      | $560870.94     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                 | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1696157.61    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1140098.45    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $588821.93     | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3581                                                    | CUSIP: 3140XJ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1084163 | PA      | $1120752.74    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2983548.88    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                  | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817994.32     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                                                   | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966226.15     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ScanSource Inc                                                                   | SCANSOURCE INC                                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10321 | NS      | $431521.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                                                    | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131999 | PA      | $130065.30     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    809000 | PA      | $820508.05     | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413949.15     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                                                     | SPECTRUM PHARMACEUTICALS INC - CVR (AUGUST 2023)             | CUSIP: N/A<br>LEI: 549300COU30WSP3O5I07       | Long             | EC               | CORP              | US        |    118300 | NS      | $9634.35       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                               | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431336.65     | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $636996.02     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                                                          | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2249397.25    | 0.00%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05149                                                    | CUSIP: 3128M7BS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1376 | PA      | $1486.16       | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5687                                                    | CUSIP: 3140QRJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    895017 | PA      | $911233.22     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                                              | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $903574.87     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                                             | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $760765.56     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   2500000 | PA      | $2430415.43    | 0.00%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                                                    | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1183801 | PA      | $1173805.12    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2509                                                    | CUSIP: 3140XHYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1011016 | PA      | $949174.18     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                                                    | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331715 | PA      | $290590.85     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apyx Medical Corp                                                                | APYX MEDICAL COR                                             | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |     21359 | NS      | $48057.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                                                | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    915000 | PA      | $844916.36     | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ambac Financial Group Inc                                                        | AMBAC FINANCIAL                                              | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     31321 | NS      | $222379.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                                                    | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273209 | PA      | $256968.99     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5468                                                    | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79259 | PA      | $79229.14      | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schrodinger Inc/United States                                                    | SCHRODINGER INC                                              | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     37323 | NS      | $750938.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                                              | TE CONNECTIVITY                                              | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |    179888 | NS      | $30341708.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                                                 | I3 VERTICALS-A                                               | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     12808 | NS      | $351963.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                                       | MATSON INC                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     20486 | NS      | $2281116.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $669501.55     | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                                                                  | LUCID GROUP INC                                              | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    742238 | NS      | $1566122.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                                              | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1275000 | PA      | $1293746.07    | 0.00%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2415432.72    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 A4                                              | CUSIP: 362548AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25030.04      | 0.00%             | 2027-05-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Velocity Financial Inc                                                           | VELOCITY FINANCI                                             | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4566 | NS      | $84653.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                                                    | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217244 | PA      | $196725.06     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                                                      | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    615457 | PA      | $574919.47     | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                                                    | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211763 | PA      | $205418.00     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    425000 | PA      | $407476.20     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456496.60     | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                                              | OLLIE'S BARGAIN                                              | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     37779 | NS      | $4978516.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                                             | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512100.92     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                                             | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400510.53     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL -CL A - Fractional Shares (MRGR 2016) | CUSIP: FHB903208<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     62955 | NS      | $0.63          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402053.34     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                                      | MONTE ROSA THERA                                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38787 | NS      | $174929.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461737.43     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $456801.91     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                                                   | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    735000 | PA      | $801989.45     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                                             | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196972.34     | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475211.67     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                                                | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $353681.99     | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16933                                                    | CUSIP: 3128PWV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36231 | PA      | $35866.72      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                                              | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179089.89     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                                                    | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1078714 | PA      | $1053133.74    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                                                      | DROPBOX INC-A                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    120999 | NS      | $3460571.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                                                               | EPSILON ENERGY                                               | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18200 | NS      | $134316.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                                             | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449185.54     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                                                    | PAGERDUTY INC                                                | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     52784 | NS      | $806539.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                                               | ARCTURUS THERAPE                                             | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13374 | NS      | $173995.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8253                                                    | CUSIP: 3133KQE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1211595 | PA      | $1222945.94    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694516.58     | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                                                    | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    796372 | PA      | $837566.17     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00465                                                    | CUSIP: 31292GQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $95.95         | 0.00%             | 2026-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    873000 | PA      | $888926.40     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                                                    | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639556 | PA      | $599029.25     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                                       | AMNEAL PHARM INC                                             | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104902 | NS      | $848657.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA                                             | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1044248.32    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    425000 | PA      | $314506.45     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2064865.32    | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1945000 | PA      | $1484329.39    | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    263000 | PA      | $278199.54     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                                                    | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208927 | PA      | $183025.42     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                                                   | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $507287.63     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                                             | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $786918.74     | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                                                | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1817600.55    | 0.00%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4282                                                    | CUSIP: 3132E0XK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    703898 | PA      | $709832.15     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5749                                                    | CUSIP: 3140XML79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4237101 | PA      | $4376476.98    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                                             | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2325000 | PA      | $2301731.78    | 0.00%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5528                                                    | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    907439 | PA      | $855099.41     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     68329 | NS      | $22696843.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                                                    | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    932133 | PA      | $828515.13     | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENXBIO Inc                                                                    | REGENXBIO INC                                                | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     28991 | NS      | $238016.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                                                        | COMMUNITY WEST B                                             | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9286 | NS      | $181169.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                                         | ALTA EQUIPMENT G                                             | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     14800 | NS      | $93536.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     92412 | NS      | $46352935.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                  | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    985000 | PA      | $829968.97     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $633861.16     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                                                    | TERADATA CORP                                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     51249 | NS      | $1143365.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                                                    | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483809 | PA      | $465756.03     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A4                                              | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $139763.23     | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                                                    | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2045138 | PA      | $1938574.81    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                                             | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363992.92     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                                                    | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62179 | PA      | $62905.36      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                                             | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $446685.02     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 AS                                           | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $267278.98     | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                                             | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443089.01     | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                                      | KENNEDY-WILSON H                                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     60126 | NS      | $408856.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                                                   | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427515.26     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 491254                                                    | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1896 | PA      | $1946.48       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                                              | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500673.23     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Talos Energy Inc                                                                 | TALOS ENERGY INC                                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     80315 | NS      | $681071.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                                       | REDDIT INC-A                                                 | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70542 | NS      | $10621508.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                                                    | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259689 | PA      | $248536.60     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orchid Island Capital Inc                                                        | ORCHID ISLAND CA                                             | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     51187 | NS      | $358820.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN CB8172                                                    | CUSIP: 3140QUCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    869676 | PA      | $910648.87     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $797293.31     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1439515.24    | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CECO Environmental Corp                                                          | CECO ENVIRONMNTL                                             | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |     17471 | NS      | $494604.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                                              | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $555169.02     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                                                    | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425381 | PA      | $414687.38     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3120                                                    | CUSIP: 3140QNPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1457410 | PA      | $1261244.11    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                                                    | M/I HOMES INC                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     15779 | NS      | $1769141.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $570918.10     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA                                             | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $830602.69     | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6453                                                    | CUSIP: 3138WGE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36367 | PA      | $32392.27      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tanger Inc                                                                       | TANGER INC                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     68126 | NS      | $2083293.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    297035 | NS      | $94748224.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774987                                                    | CUSIP: 31404P6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41187 | PA      | $41625.91      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                                                    | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391404 | PA      | $373822.89     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                                                    | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    344076 | PA      | $323420.53     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phathom Pharmaceuticals Inc                                                      | PHATHOM PHARMACE                                             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36289 | NS      | $348011.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbus McKinnon Corp/NY                                                        | COLUMBUS MCKI/NY                                             | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     17002 | NS      | $259620.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINAN                                             | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     57536 | NS      | $30708689.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9604                                                    | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1876434 | PA      | $1845817.65    | 0.00%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7318                                                    | CUSIP: 3140QTDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850933 | PA      | $1773926.82    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BV Financial Inc                                                                 | BV FINANCIAL INC                                             | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6407 | NS      | $97578.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alabama Economic Settlement Authority                                            | ALABAMA ECON SETTLEME                                        | CUSIP: 01026CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $39887.10      | 0.00%             | 2025-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                                                   | SS&C TECHNOLOGIE                                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    127272 | NS      | $10538121.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                                                    | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    756870 | PA      | $697515.53     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perdoceo Education Corp                                                          | PERDOCEO EDUCATI                                             | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     38668 | NS      | $1264056.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                                              | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $445041.28     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                                                    | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380023 | PA      | $363190.70     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SpringWorks Therapeutics Inc                                                     | SPRINGWORKS THER                                             | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43350 | NS      | $2037016.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                                                    | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144410 | PA      | $128808.05     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK                                             | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $606056.68     | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1948601.07    | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    825000 | PA      | $755264.01     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                                               | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    525000 | PA      | $448132.05     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854477.36     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Quantum-Si Inc                                                                   | QUANTUM-SI INC                                               | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55714 | NS      | $109199.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Research Solutions Inc/CA                                                        | RESEARCH SOLUTIO                                             | CUSIP: 761025105<br>LEI: 549300TYWPCKGK141Q94 | Long             | EC               | CORP              | US        |     25126 | NS      | $72111.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                                                 | FRP HOLDINGS INC                                             | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6856 | NS      | $184357.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5189                                                    | CUSIP: 3132DSXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345353 | PA      | $1356695.06    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RingCentral Inc                                                                  | RINGCENTRAL IN-A                                             | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     47540 | NS      | $1347759.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426975.72     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                                                      | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $681076.99     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                              | COGNIZANT TECH-A                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    298448 | NS      | $23287897.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558055.09     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1196065.94    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                                             | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1025000 | PA      | $1064161.08    | 0.00%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 507860                                                    | CUSIP: 36211BE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2151 | PA      | $2208.46       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                     | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294461.83     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC                                             | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641286.66     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                                                    | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64840 | PA      | $65546.15      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                                             | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329754.50     | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                                               | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003148.98    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kadant Inc                                                                       | KADANT INC                                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      7184 | NS      | $2280560.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB                                          | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    500000 | PA      | $516827.05     | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC                                             | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307265.45     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                     | PROLOGIS INC                                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    560244 | NS      | $58892849.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                                                    | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153479 | PA      | $148211.72     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inhibrx Inc                                                                      | INHIBRX INC - CVR (MAY 2024)                                 | CUSIP: N/A<br>LEI: 549300VBKG2LTV1TLY22       | Long             | EC               | CORP              | US        |     26986 | NS      | $17473.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                                                  | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386234.09     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0862                                                    | CUSIP: 3138YR5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342646 | PA      | $316721.65     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229                                        | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $142991.98     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                                                    | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83362 | PA      | $81333.27      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEACOR Marine Holdings Inc                                                       | SEACOR MARINE HO                                             | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |     10363 | NS      | $52851.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1454822.36    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                                                    | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    554056 | PA      | $523455.30     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K741 A2                                                 | CUSIP: 3137FF3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1628017.05    | 0.00%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Aspen Aerogels Inc                                                               | ASPEN AEROGELS I                                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52096 | NS      | $308408.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5                                            | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $333859.83     | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00551                                                    | CUSIP: 31292GTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       499 | PA      | $506.28        | 0.00%             | 2027-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND                                        | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    300000 | PA      | $295926.42     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437685.25     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                                             | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    564000 | PA      | $513860.75     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                                               | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1380590.11    | 0.00%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9305                                                    | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2418704 | PA      | $2431578.02    | 0.00%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                                               | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $729491.37     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                                                 | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521203.07     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    483000 | PA      | $489155.38     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                  | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409350.25     | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                                                  | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    394000 | PA      | $345324.10     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                                              | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    875000 | PA      | $882766.90     | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                   | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007645.58    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 910119                                                    | CUSIP: 31411KDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6497 | PA      | $6709.08       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                               | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403556.09     | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294886.18     | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 AAB                                           | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |         5 | PA      | $5.37          | 0.00%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449358.42     | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ArriVent Biopharma Inc                                                           | ARRIVENT BIOPHAR                                             | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17701 | NS      | $385350.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                                                    | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278985.47     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fulgent Genetics Inc                                                             | FULGENT GENETICS                                             | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     10050 | NS      | $199794.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                                               | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $347777.96     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10146660.47   | 0.02%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                             | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504766.85     | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176646.41     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888016                                                    | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69621 | PA      | $71880.70      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                                                    | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3096247 | PA      | $2759354.34    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                                                    | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1271571 | PA      | $1113928.78    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                                               | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4702937.73    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C                                        | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $295131.05     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1325539.40    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 394551                                                    | CUSIP: 31378CH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       352 | PA      | $360.27        | 0.00%             | 2027-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5676630.70    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                                              | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205941.92     | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155889.80     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Design Therapeutics Inc                                                          | DESIGN THERAPEUT                                             | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17141 | NS      | $57765.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5300                                                      | CUSIP: 36202F3H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59454 | PA      | $58753.50      | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1674686.75    | 0.00%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                                                    | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    784222 | PA      | $752942.70     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947411                                                    | CUSIP: 31413KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8547 | PA      | $9015.05       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-2 A                                               | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1144327.47    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                                             | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498535.95     | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                                                 | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336738.84     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                                                    | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11119 | PA      | $11363.05      | 0.00%             | 2041-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    194761 | NS      | $8474051.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A D                                               | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25427.78      | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794722.50     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                                                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    123391 | NS      | $30429454.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1634457.80    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                                                    | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31624 | PA      | $31968.20      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1881108.26    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                                                    | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38269 | PA      | $38715.12      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                                                | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $733569.60     | 0.00%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556627.18     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                                             | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295946.73     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344808.29     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                                             | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473782.67     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    707000 | PA      | $686394.24     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV                                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   1500000 | PA      | $1377897.97    | 0.00%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                                                    | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77882 | PA      | $82053.44      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc                                                         | WINNEBAGO INDS                                               | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     16457 | NS      | $477253.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8142                                                    | CUSIP: 3140XQBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3562974 | PA      | $3565177.60    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                                               | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263187.84     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1052204.98    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                                              | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140323.88     | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                                                    | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310070 | PA      | $297268.56     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                                                    | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2403770 | PA      | $2418026.70    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                                             | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $852742.79     | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3                                            | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98313.81      | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299435.69     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818285.90     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                             | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1842500.85    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                                             | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $824165.27     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eagle Bancorp Inc                                                                | EAGLE BANCRP INC                                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     18256 | NS      | $355626.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1746151.08    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A4                                              | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $255934.70     | 0.00%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                                                    | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1438639 | PA      | $1327711.35    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                                                           | GUIDEWIRE SOFTWA                                             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     50717 | NS      | $11941317.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                                             | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $678553.25     | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Masimo Corp                                                                      | MASIMO CORP                                                  | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     29700 | NS      | $4996134.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55375000 | PA      | $31927148.44   | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A4                                              | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $869936.24     | 0.00%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC                                             | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $312789.79     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47762100 | PA      | $46577375.92   | 0.08%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                                                    | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31072 | PA      | $30750.75      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04305                                                    | CUSIP: 3128M6DJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6611 | PA      | $6846.80       | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                                                     | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43570 | PA      | $44150.64      | 0.00%             | 2041-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                                                    | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2435122 | PA      | $2274358.18    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                                              | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1529750.61    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                     | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $807548.55     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3159322.95    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                                                | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65217.05      | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                             | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414388.85     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                                                    | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    203899 | PA      | $197244.64     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                                                    | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372874 | PA      | $359737.98     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp                                                                 | ACCO BRANDS CORP                                             | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     59091 | NS      | $211545.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2999                                                    | CUSIP: 31417MKM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280733 | PA      | $278249.19     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-3                        | GMCAR 2021-3 A4                                              | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138215 | PA      | $137626.06     | 0.00%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281979.87     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400520.51     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                                               | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2441841.71    | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                                                    | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98533 | PA      | $90985.69      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8779                                                    | CUSIP: 3140QGXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2510206 | PA      | $2002919.55    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT                                             | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346419.14     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings Inc                                                             | KINETIK HOLDINGS                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24100 | NS      | $1061605.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1011671.03    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                                                    | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1846481 | PA      | $1856278.67    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                                                | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474207.26     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                                                    | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1033778 | PA      | $970920.49     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings Corp                                                                | UWM HOLDINGS COR                                             | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85264 | NS      | $352992.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                                                  | STEREOTAXIS INC                                              | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |     34516 | NS      | $73173.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A4                                               | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100588.94     | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624192.10     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                                                 | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $422888.20     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Resources Corp                                                          | AMERICAN RESOURC                                             | CUSIP: 02927U208<br>LEI: 549300X4SNBGP0DDRY09 | Long             | EC               | CORP              | US        |     26300 | NS      | $21786.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   5688000 | PA      | $5734027.85    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11278900 | PA      | $10796022.09   | 0.02%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Legacy Housing Corp                                                              | LEGACY HOUSING C                                             | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $145024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7040                                                    | CUSIP: 3140XNZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    978565 | PA      | $1025891.42    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                   | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $269027.12     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                               | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1080456.21    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NETGEAR Inc                                                                      | NETGEAR INC                                                  | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     14998 | NS      | $435991.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                                               | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $824118.64     | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2999175.74    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322294.69     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     86445 | NS      | $17591557.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                                              | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220684.45     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                                                    | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    396804 | PA      | $387945.11     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5639                                                    | CUSIP: 3140QRHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1576608 | PA      | $1553442.20    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND                                             | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101890.07     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                                                    | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    259610 | PA      | $257388.64     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                               | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875341.76     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                                               | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    550000 | PA      | $380509.06     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ReElement Technologies Corp                                                      | REELEMENT TECHNO                                             | CUSIP: 029CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8767 | NS      | $0.09          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                                                    | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    767941 | PA      | $727898.01     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   3022000 | PA      | $2383860.23    | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1029929.10    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703648.38     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                                                    | CELANESE CORP                                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     67317 | NS      | $3724649.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc                                                           | PAYMENTUS HOLD-A                                             | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19238 | NS      | $630044.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                                    | MAXLINEAR                                                    | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     45564 | NS      | $647464.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-C                                              | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51622.59      | 0.00%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| F-star Therapeutics Inc                                                          | CVR F STAR                                                   | CUSIP: N/A<br>LEI: 5493003TRY5HK3M6WH76       | Long             | EC               | CORP              | US        |      2730 | NS      | $198.16        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC-A                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   3523145 | NS      | $620883843.35  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $764637.61     | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8341                                                    | CUSIP: 3140XCHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639396 | PA      | $599685.62     | 0.00%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254416                                                    | CUSIP: 31371KSD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3683 | PA      | $3929.59       | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $308502.88     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                                                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    610000 | PA      | $526121.78     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73915000 | PA      | $76276814.86   | 0.13%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512576.13     | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                                                 | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403054.42     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Planet Labs PBC                                                                  | PLANET LABS PBC                                              | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125820 | NS      | $767502.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $845320.55     | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                              | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    720000 | PA      | $787150.11     | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                                               | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    800000 | PA      | $816424.68     | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8494                                                    | CUSIP: 3140QUNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    852599 | PA      | $868518.27     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                    | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $553929.73     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                                                    | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2930695 | PA      | $2730833.57    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Inc                                                              | MISTER CAR WASH                                              | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59245 | NS      | $356062.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                                              | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287063.58     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Resources Corp                                                          | AMERICAN INFRASTRUCTURE CORP                                 | CUSIP: 02503H209<br>LEI: 549300X4SNBGP0DDRY09 | Long             | EC               | CORP              | US        |      4696 | NS      | $28.18         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                                               | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978815.67     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                                                      | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243398 | PA      | $234308.14     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1A1203                                                    | CUSIP: 3128NFKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25562 | PA      | $26035.08      | 0.00%             | 2037-01-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                                                    | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83014.15      | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                                              | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016143.46    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                                                    | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1844202 | PA      | $1639197.54    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                                               | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    100297 | PA      | $100816.99     | 0.00%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                                                    | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228479 | PA      | $222734.60     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                                                    | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8006205 | PA      | $6660703.36    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1212019.69    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                                              | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $567309.39     | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8386                                                    | CUSIP: 3132DWJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1037930 | PA      | $1094457.67    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182959.92     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2256080.37    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1595000 | PA      | $1549764.83    | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                                                 | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $311410.69     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                                                          | ITT INC                                                      | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     45857 | NS      | $7191753.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                                                     | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1432906.53    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38071                                                    | CUSIP: 31297T6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1402 | PA      | $1403.33       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lovesac Co/The                                                                   | LOVESAC CO/THE                                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8246 | NS      | $150077.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    127740 | NS      | $31107244.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00550                                                    | CUSIP: 31292GTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       127 | PA      | $129.21        | 0.00%             | 2027-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                                                    | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1896844 | PA      | $1743845.19    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                                               | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020297.03    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440559.40     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                                                     | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296334.57     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                                              | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680349.70     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                                              | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    400000 | PA      | $258889.62     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming Inc                                                               | CORSAIR GAMING I                                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     50727 | NS      | $478355.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A4                                               | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1012165.00    | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Shutterstock Inc                                                                 | SHUTTERSTOCK INC                                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     13995 | NS      | $265345.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    950000 | PA      | $914680.81     | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    673479 | NS      | $39236886.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                                               | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445614.15     | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                                                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    975000 | PA      | $997982.58     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A3                                            | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $68342.57      | 0.00%             | 2054-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                                                | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212676.70     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                                               | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57000 | PA      | $58021.45      | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Consolidated Water Co Ltd                                                        | CONS WATER CO-OR                                             | CUSIP: G23773107<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | US        |      7097 | NS      | $213051.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                                                    | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1343290 | PA      | $1268330.37    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                                             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $874819.59     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249336.69     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                                                    | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400698 | PA      | $391809.71     | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                                    | INTERACTIVE BROK                                             | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    251292 | NS      | $13924089.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                                              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $844548.66     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                                                    | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    522320 | PA      | $482801.58     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                                                    | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    778305 | PA      | $756952.66     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL                                             | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    625000 | PA      | $785662.93     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP                                             | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581624.56     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                     | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385225.86     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1472114.58    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                                                    | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    961070 | PA      | $908039.68     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                                             | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1225931.98    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                                                 | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    400000 | PA      | $249316.32     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1175166.78    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                                                       | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1070000 | PA      | $1206643.28    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                                             | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354331.72     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19823100 | PA      | $16960365.65   | 0.03%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1167452.32    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL                                             | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1451476.59    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196220.04     | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc                                                           | BOOT BARN HOLDIN                                             | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     18791 | NS      | $2856232.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                                         | ANYWHERE REAL ES                                             | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     69700 | NS      | $252314.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                                               | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2704198.74    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A3                                              | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40490 | PA      | $40632.56      | 0.00%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                                                        | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1236000 | PA      | $1070060.29    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ESSA Bancorp Inc                                                                 | ESSA BANCORP INC                                             | CUSIP: 29667D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $112520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                                                       | VUZIX CORP                                                   | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |     36118 | NS      | $105464.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae Pool                                                                  | FN AS6746                                                    | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130932 | PA      | $127609.94     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                                               | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106680.05     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-1 Owner Trust                                        | HAROT 2022-1 A3                                              | CUSIP: 43815BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12234 | PA      | $12209.66      | 0.00%             | 2026-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                                             | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    327000 | PA      | $304419.09     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Seaboard Corp                                                                    | SEABOARD CORP                                                | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       161 | NS      | $460653.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                                  | CITY HOLDING CO                                              | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8556 | NS      | $1047425.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                                             | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851770.06     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                                                | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   2325000 | PA      | $2370474.22    | 0.00%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                             | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1611621.16    | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                  | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1008099.49    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6150                                                    | CUSIP: 3140XMZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    902759 | PA      | $909242.04     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9468                                                    | CUSIP: 3140QVQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1563807 | PA      | $1540707.17    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0969                                                    | CUSIP: 3138A2CF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22466 | PA      | $22358.36      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                                               | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $644260.87     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                                                    | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4465143 | PA      | $4540139.88    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Co                                                               | CRESCENT ENERG-A                                             | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108654 | NS      | $934424.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277796.93     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819676.17     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                                             | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $943877.90     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                                                    | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354745 | PA      | $339258.67     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                                                | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2955442.98    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5498                                                    | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1641310 | PA      | $1668877.13    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                                                   | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452636.90     | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                                                 | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1112422.60    | 0.00%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                  | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    941000 | PA      | $925595.90     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                                                   | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272049.47     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569454.93     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                                                    | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1780886 | PA      | $1340468.91    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cumberland Pharmaceuticals Inc                                                   | CUMBERLAND PHARM                                             | CUSIP: 230770109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4404 | NS      | $14753.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1423862.14    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                                                 | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $709067.56     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                                             | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640862.91     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                                                       | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011280.50    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                                             | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294323.21     | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40879                                                    | CUSIP: 3128K06Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11949 | PA      | $12100.61      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A3                                              | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124785 | PA      | $125572.17     | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350405.22     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hurco Cos Inc                                                                    | HURCO COMPANIES                                              | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      5051 | NS      | $95463.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                                         | PAR PACIFIC HOLD                                             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     30251 | NS      | $802559.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                                                    | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    445456 | PA      | $428670.72     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                    | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $762734.05     | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                                          | AKAMAI TECHNOLOG                                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     87358 | NS      | $6967674.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                             | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1348077.05    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                                                    | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239741 | PA      | $237577.82     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                                                    | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2106797.04    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dynavax Technologies Corp                                                        | DYNAVAX TECHNOLO                                             | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     81106 | NS      | $804571.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                                                    | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287167 | PA      | $246175.09     | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                                                    | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    551815 | PA      | $513232.74     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                                             | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    635000 | PA      | $649632.11     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                                                    | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    547073 | PA      | $527277.46     | 0.00%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $445605.56     | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                                                    | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36205 | PA      | $36626.95      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $89464.05      | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                                               | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431492.24     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                                              | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1271046.98    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                                                 | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    990000 | PA      | $899019.00     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                                             | LAMAR ADVERTIS-A                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     53470 | NS      | $6489119.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                                                | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199766.94     | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309249.63     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8364                                                    | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1548374 | PA      | $1600516.29    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                                             | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1225985.19    | 0.00%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                      | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    351000 | PA      | $348355.87     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 7/25                                                  | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6485160.00    | 0.01%             | 2025-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Vision Holdings Inc                                                     | NATIONAL VISION                                              | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     45301 | NS      | $1042376.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25190000 | PA      | $17908515.63   | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                                             | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $472466.87     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                             | LABCORP HOLDINGS                                             | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50732 | NS      | $13317657.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1506913.08    | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                                             | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867758.28     | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                                                      | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    668080 | PA      | $661459.94     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS INC                                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     91040 | NS      | $7342376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                                              | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1179059.61    | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                                               | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1359473.22    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SPS Commerce Inc                                                                 | SPS COMMERCE INC                                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     23030 | NS      | $3134152.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART                                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    229000 | PA      | $229098.78     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                                             | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494275.29     | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7833                                                    | CUSIP: 3140QFV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    733950 | PA      | $589296.17     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                                               | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1066273.90    | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                                                    | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32822 | PA      | $33331.77      | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1165304.92    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REVOLUTION Medicines Inc                                                         | REVOLUTION MEDIC                                             | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     99912 | NS      | $3675762.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76993000 | PA      | $77714809.38   | 0.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                                             | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    845000 | PA      | $749543.79     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                                             | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2194579.97    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                                                    | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2058615 | PA      | $1771841.54    | 0.00%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                                                    | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12204228 | PA      | $10160845.13   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2628170.32    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5137                                                    | CUSIP: 31418EV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240414 | PA      | $236130.08     | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    168332 | NS      | $13387443.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90918                                                    | CUSIP: 3128P7AT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       521 | PA      | $520.23        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441295.27     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Orion Office REIT Inc                                                            | ORION PROPERTIES                                             | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |     42982 | NS      | $91551.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 506054                                                    | CUSIP: 36210YE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3756 | PA      | $3851.32       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                                                | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1316382.06    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                                              | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2450000 | PA      | $2483075.67    | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04661                                                    | CUSIP: 3132GKZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4065 | PA      | $4027.91       | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737941                                                    | CUSIP: 3620ARZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2216 | PA      | $2202.68       | 0.00%             | 2026-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                                                    | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    956700 | PA      | $767845.42     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                                             | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121613.94     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                                                    | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300771 | PA      | $292201.17     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5                                            | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $392516.52     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                                                    | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61519 | PA      | $60334.18      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480159.48    | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                                              | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1001044.30    | 0.00%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5                                             | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $354849.04     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                                                    | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81097 | PA      | $80336.73      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                                                    | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173822 | PA      | $168388.43     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                                                | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2372000 | PA      | $2403706.26    | 0.00%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern First Bancshares Inc                                                    | SOUTHERN FIRST                                               | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4512 | NS      | $171591.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $802861.94     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                     | STATE ST BK & TR                                             | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    850000 | PA      | $867698.05     | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                                                    | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    755253 | PA      | $645055.68     | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Inc                                                               | GALAXY DIGITAL I                                             | CUSIP: 36317J209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96748 | NS      | $2118781.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                 | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653718.93     | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                                              | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387287.91     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                                              | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2525000 | PA      | $2575330.06    | 0.00%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                                                     | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616570.24     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                                             | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498443.16     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                   | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308893.13     | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nature's Sunshine Products Inc                                                   | NATURE'S SUNSHNE                                             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6506 | NS      | $96223.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                    | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2053699.84    | 0.00%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                                                    | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229658 | PA      | $211736.38     | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    336000 | PA      | $340909.86     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                                             | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204049.27     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                                               | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1088497 | PA      | $1067610.69    | 0.00%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K524 A2                                                 | CUSIP: 3137HDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $305841.78     | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                                             | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $993016.12     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                                             | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578872.55     | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                                                    | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10807 | PA      | $11178.90      | 0.00%             | 2040-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                                                    | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2311789 | PA      | $2280890.34    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4267                                                    | CUSIP: 3132E0W40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1875546 | PA      | $1941041.91    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA                                             | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400850.58     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                                                                    | PRIMERICA INC                                                | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442314.87     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                                                    | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215002.71     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                     | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $814989.77     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A4                                              | CUSIP: 41285JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276845.14     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT                                             | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654127.69     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                                                | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358110.40     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK                                             | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4044944.00    | 0.01%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                                                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    752000 | PA      | $751451.59     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SE                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    239347 | NS      | $44619067.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                                             | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $882101.76     | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                                                    | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651126 | PA      | $619819.64     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                                             | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1204260.32    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                                             | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459452.66     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                                             | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    850000 | PA      | $524483.97     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6599                                                    | CUSIP: 3132DUKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1834848 | PA      | $1852610.68    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS INTE                                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    112451 | NS      | $3867189.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                                               | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    555000 | PA      | $389301.56     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                                             | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    375000 | PA      | $317237.11     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO/T                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |   1088517 | NS      | $134986993.17  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                                                    | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6541 | PA      | $6767.52       | 0.00%             | 2040-10-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8402                                                    | CUSIP: 3133KQKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1101372 | PA      | $1090351.75    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                                                    | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2816465 | PA      | $2464655.92    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                                              | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $581760.23     | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                                                     | OMNICELL INC                                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     28793 | NS      | $846514.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BO4681                                                    | CUSIP: 3617KLFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70380 | PA      | $64325.87      | 0.00%             | 2049-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI                                             | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    945000 | PA      | $959365.69     | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI                                             | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $311517.01     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M25 A2                                              | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188866 | PA      | $175728.04     | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC                                             | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312222.58     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                                                    | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600464 | PA      | $591640.73     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                                                    | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1866983 | PA      | $1654194.93    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                                               | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397252.53     | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6306                                                    | CUSIP: 3133C7AF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6107377 | PA      | $6000459.92    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ambarella Inc                                                                    | AMBARELLA INC                                                | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     23727 | NS      | $1567524.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                                              | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421360.11     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                              | VIAVI SOLUTIONS                                              | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    134867 | NS      | $1358110.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                                                         | COMPASS THERAPEU                                             | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38900 | NS      | $101140.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    425000 | PA      | $337018.17     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OneWater Marine Inc                                                              | ONEWATER MARINE                                              | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $88374.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4622624.19    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings Inc                                                       | GRID DYNAMICS HO                                             | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39107 | NS      | $451685.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                                       | SOUTHWEST GAS HO                                             | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     38149 | NS      | $2837904.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 A3                                             | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103802.88     | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                                                    | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1004043 | PA      | $1007801.57    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2250                                                    | CUSIP: 3132DPQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2021421 | PA      | $1946954.30    | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN COR                                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     21983 | NS      | $6029497.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                                             | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    890000 | PA      | $894706.74     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                                                    | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4558 | PA      | $4683.36       | 0.00%             | 2034-09-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1118671.95    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Franklin Covey Co                                                                | FRANKLIN COVEY                                               | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6945 | NS      | $158484.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                                                | ERIE INDEMNITY-A                                             | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     15585 | NS      | $5404722.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                                                    | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569981.77     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                   | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525157.78     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1293                                                    | CUSIP: 3140QLNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2769557 | PA      | $2224571.79    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                                                | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1370000 | PA      | $1281417.76    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598818.48     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                               | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1218702.84    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A3                                              | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $405003.28     | 0.00%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** VANGUARD VALLEY FORGE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer