# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070714
**Filing Date:** 2023-3
**Character Count:** 633507
**Document Hash:** 6695c05a2db864f8582de6696bb206ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070714.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070714

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772252

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA T. Rowe Price VCP Balanced Portfolio (Series ID: S000052512)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000164960 | Class 3      |  |
| C000171605 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA T. Rowe Price VCP Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000052512

- **c. LEI of Series:** 549300ZXUFL1MMQ04L93

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1468693666.39

**Total Liabilities:** $9356533.76

**Net Assets:** $1459337132.63

**Delayed Delivery Securities:** $566250.26

**Cash Not Reported:** $222485.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -544.75000000 | **1-Year:** -9058.89000000 | **5-Year:** -24373.72000000 | **10-Year:** -32693.93000000 | **30-Year:** -19557.57000000

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

- **3-Month:** -154.17000000 | **1-Year:** -4215.17000000 | **5-Year:** -17008.83000000 | **10-Year:** -5428.26000000 | **30-Year:** -224.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164960 | 5.71%                | -2.80%               | 4.73%                |
| Class ID C000171605 | 5.67%                | -2.80%               | 4.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5235956.06             | $78723250.59                               |
| Month 2  | $-668837.20              | $-43435901.40                              |
| Month 3  | $2263705.59              | $68280485.56                               |

**Designated Index Information**

- **Index Name:** 45.5%SP5,19.5%EAFE,35%Bagg

- **Index Identifier:** 45.5% SPX, 19.5% M1EA, 35% LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $144717.70    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                     | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     14113 | NS      | $2942278.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                     | Discover Financial Services                                                      | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1756 | NS      | $204977.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                                          | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    280000 | PA      | $264763.39    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                        | FMC Corp                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3147 | NS      | $418960.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-6                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179902 | PA      | $171862.22    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1545246.88   | 0.11%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490643.28    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7135 | PA      | $7332.61      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $292102.46    | 0.02%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705205 | PA      | $593828.30    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                         | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     85500 | NS      | $667374.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4221 | PA      | $4276.08      | 0.00%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-2 Ltd                                                     | CUSIP: 69701XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $483915.18    | 0.03%             | 2034-07-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         7 | PA      | $6.68         | 0.00%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90125 | PA      | $88757.91     | 0.01%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elekta AB                                                       | Elekta AB                                                                        | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    123429 | NS      | $897543.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                    | Charles River Laboratories International Inc                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       812 | NS      | $197519.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204103 | PA      | $195129.36    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                | Pure Storage Inc                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      4738 | NS      | $137117.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                              | Banco Santander SA                                                               | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $599404.99    | 0.04%             | 2023-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2274171 | PA      | $2336207.08   | 0.16%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                          | Equitable Holdings Inc                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     16361 | NS      | $524697.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9QZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269572 | PA      | $284619.09    | 0.02%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                        | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    510000 | PA      | $455474.46    | 0.03%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                  | Kingfisher PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    507849 | NS      | $1750607.68   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                       | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     28842 | NS      | $1696198.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667204 | PA      | $586190.86    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                  | Public Storage                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    360000 | PA      | $316032.04    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                            | Kerry Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     11500 | NS      | $29249.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                               | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6527 | NS      | $317669.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                                      | Great Portland Estates PLC                                                       | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |    126750 | NS      | $889942.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                 | Cameron LNG LLC                                                                  | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132109.17    | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                  | Albemarle Corp                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       178 | NS      | $50098.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                    | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2436 | NS      | $322989.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15080 | PA      | $10396.33     | 0.00%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $657626.51    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                                        | Magellan Midstream Partners LP                                                   | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36774.82     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                  | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     15989 | NS      | $2685672.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                      | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      9200 | NS      | $3888564.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25088 | PA      | $25770.12     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                        | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $556562.50    | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                   | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     58108 | NS      | $2032783.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34805 | PA      | $32316.01     | 0.00%             | 2060-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                              | Weir Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     15477 | NS      | $340770.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TGS ASA                                                         | TGS ASA                                                                          | CUSIP: 000000000<br>LEI: 549300NUPLAXPB0WYH90 | Long             | EC               | CORP              | NO        |      4844 | NS      | $79928.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                         | NMG Holding Co Inc / Neiman Marcus Group LLC                                     | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $463109.13    | 0.03%             | 2026-04-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Adriatic Metals PLC                                             | Adriatic Metals PLC                                                              | CUSIP: 000000000<br>LEI: 549300OHAH2GL1DP0L61 | Long             | EC               | CORP              | GB        |     23408 | NS      | $52477.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $387692.90    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Umicore SA                                                      | Umicore SA                                                                       | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     30977 | NS      | $1171163.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                       | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     16445 | NS      | $3532714.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Asia Metals PLC                                         | Central Asia Metals PLC                                                          | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |     48358 | NS      | $168497.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                    | NiSource Inc                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    620000 | PA      | $594961.42    | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23707 | PA      | $24243.02     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $200144.06    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72047 | PA      | $66761.47     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68058 | PA      | $65393.33     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                       | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1184 | NS      | $219312.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $521266.72    | 0.04%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                             | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     16078 | NS      | $3755820.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101211 | PA      | $96957.81     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                   | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8833 | NS      | $2464848.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                                       | Ardagh Metal Packaging SA                                                        | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |      9830 | NS      | $55244.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                              | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      8122 | NS      | $516965.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                      | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      5780 | NS      | $2387614.92   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2948148 | PA      | $2630922.68   | 0.18%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                      | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      8182 | NS      | $1185735.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665000 | PA      | $642140.63    | 0.04%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                              | Derwent London PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               |  | GB        |      2834 | NS      | $90460.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKE CORP                                                       | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242730.52    | 0.02%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                  | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     10275 | NS      | $965439.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                        | SMC Corp                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1200 | NS      | $610045.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                               | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     11836 | NS      | $465391.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                          | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     29086 | NS      | $518312.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                            | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      5559 | NS      | $244318.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229759 | PA      | $194638.84    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A3AD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288913 | PA      | $276748.80    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                  | Sumitomo Rubber Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |      2700 | NS      | $23961.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                    | Bausch Health Companies Inc. 2022 Term Loan B                                    | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    775125 | PA      | $592970.63    | 0.04%             | 2027-02-01      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                      | Nucor Corp                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $273350.66    | 0.02%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                     | Autoliv Inc                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     12278 | NS      | $1126064.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215376.98    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                       | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1316 | NS      | $558326.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER HOLDINGS USA                                          | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    535000 | PA      | $471880.46    | 0.03%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                | FirstEnergy Corp                                                                 | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $473550.00    | 0.03%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                                        | Autoridad del Canal de Panama                                                    | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $291287.21    | 0.02%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                           | AG TTMT Escrow Issuer LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $142384.26    | 0.01%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50285 | PA      | $49432.37     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                   | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     12523 | NS      | $939725.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                          | Grupo Mexico SAB de CV                                                           | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     25138 | NS      | $111803.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463351 | PA      | $447251.67    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $760501.30    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                        | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1457 | NS      | $774482.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332391 | PA      | $281789.29    | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                      | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $2395482.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                     | Viatris Inc                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     45313 | NS      | $551006.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $542744.14    | 0.04%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214504 | PA      | $205544.95    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-PC1 Mortgage Trust                                                     | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $160508.72    | 0.01%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                            | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     21606 | NS      | $2945978.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34689 | PA      | $35652.49     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                  | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      5161 | NS      | $834120.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                      | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2375 | NS      | $767362.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                             | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     14098 | NS      | $897196.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                      | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     57735 | NS      | $3778178.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1621861 | PA      | $1489746.88   | 0.10%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335000 | PA      | $320778.35    | 0.02%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                              | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      7558 | NS      | $1543268.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                               | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     43997 | NS      | $7189989.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                 | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     16080 | NS      | $4299792.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                     | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    895000 | PA      | $766343.75    | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                    | Enbridge Inc                                                                     | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89365.89     | 0.01%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409293 | PA      | $392526.36    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                     | Alrosa PJSC                                                                      | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |    121860 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hess Corp                                                       | Hess Corp                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      6572 | NS      | $986851.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    753177 | PA      | $719518.03    | 0.05%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                           | Carnival Holdings Bermuda Ltd                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $189000.00    | 0.01%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| US AIRWAYS 2013-1A PTT                                          | US Airways 2013-1 Class A Pass Through Trust                                     | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142470 | PA      | $131983.93    | 0.01%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6280 | PA      | $6024.24      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                        | Air Products and Chemicals Inc                                                   | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46372.34     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                             | PayPal Holdings Inc                                                              | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $820237.68    | 0.06%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     23927 | NS      | $11944119.13  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                      | Carvana Co                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    370000 | PA      | $198394.33    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GUSTO INC SER E CVT                                             | GUSTO INC SER E CVT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3216 | NS      | $60557.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                        | Baylor Scott & White Holdings                                                    | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86744.60     | 0.01%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                         | National Bank of Canada                                                          | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     32257 | NS      | $2423123.63   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                                    | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    674000 | PA      | $574799.97    | 0.04%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                  | Stora Enso Oyj                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     90482 | NS      | $1293677.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Evotec SE                                                       | Evotec SE                                                                        | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     25761 | NS      | $504135.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7608 | PA      | $7805.46      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                           | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $377203.83    | 0.03%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489920 | PA      | $457175.26    | 0.03%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                         | Toromont Industries Ltd                                                          | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |      3522 | NS      | $281352.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                 | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      6268 | NS      | $4151067.31   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                 | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     56588 | NS      | $5898733.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                              | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       922 | NS      | $406555.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $539408.17    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                        | Advisor Group Holdings Inc                                                       | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    520000 | PA      | $536508.47    | 0.04%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                          | Howard Hughes Corp/The                                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |       544 | NS      | $46506.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    405000 | PA      | $346369.56    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1319334 | PA      | $1341473.63   | 0.09%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198964 | PA      | $190640.23    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408492 | PA      | $391115.62    | 0.03%             | 2039-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                        | Svenska Cellulosa AB SCA                                                         | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      4389 | NS      | $60903.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    476000 | PA      | $452625.16    | 0.03%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                         | United Airlines 2016-2 Class A Pass Through Trust                                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286919 | PA      | $240037.28    | 0.02%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                      | Hasbro Inc                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    485000 | PA      | $468625.41    | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                               | US Renal Care Inc                                                                | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    760000 | PA      | $247000.00    | 0.02%             | 2027-07-15      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                             | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     10231 | NS      | $1364854.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260549 | PA      | $256472.30    | 0.02%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                              | Republic of Poland Government International Bond                                 | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    110000 | PA      | $106028.34    | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    455000 | PA      | $438201.29    | 0.03%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                              | Valero Energy Corp                                                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       711 | NS      | $99561.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                  | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       397 | NS      | $50430.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                   | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       289 | NS      | $23053.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    115242 | NS      | $5401392.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                             | Fifth Third Bancorp                                                              | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267750.91    | 0.02%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                          | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    685000 | PA      | $673868.75    | 0.05%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IGO Ltd                                                         | IGO Ltd                                                                          | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    326956 | NS      | $3416808.73   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hardee's Funding                                                | Hardee's Funding LLC                                                             | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545775 | PA      | $520675.90    | 0.04%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5909 | NS      | $759424.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                   | Persimmon PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     55661 | NS      | $976532.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                              | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    196300 | NS      | $1440829.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                 | PerkinElmer Inc                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      5788 | NS      | $796023.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                             | CommonSpirit Health                                                              | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285034.09    | 0.02%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KHUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657065 | PA      | $639818.14    | 0.04%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                   | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    576982 | NS      | $1248732.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                | Altria Group Inc                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132958.95    | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172752 | PA      | $170249.44    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508590 | PA      | $446534.77    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                  | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $444707.47    | 0.03%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                              | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13651 | NS      | $1018774.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                       | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220000 | PA      | $190102.34    | 0.01%             | 2053-02-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1018525.98   | 0.07%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                   | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      5142 | NS      | $746052.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $523406.40    | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                      | Humana Inc                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $284138.20    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233828 | PA      | $226490.31    | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                  | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1060000 | PA      | $831506.40    | 0.06%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    505000 | PA      | $484930.23    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745148 | PA      | $735973.40    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38051 | PA      | $37377.74     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                                | Schlumberger Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      1334 | NS      | $76011.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209925 | PA      | $200667.80    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32513 | PA      | $33505.09     | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72547 | PA      | $67169.33     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203141 | PA      | $188384.83    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANT INTL CO, LTD CL C NV SHS P                                  | ANT INTL CO, LTD CL C NV SHS P                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84481 | NS      | $171496.43    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     21571 | NS      | $3187115.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                                                 | Cameron LNG LLC                                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165795.77    | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    740000 | PA      | $692886.83    | 0.05%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31748.83     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                       | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      7974 | NS      | $464405.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382798.91    | 0.03%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                    | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     77933 | NS      | $3981507.07   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                  | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2387 | NS      | $765057.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583840 | PA      | $491719.09    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51994 | PA      | $49934.58     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                            | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2974 | NS      | $223674.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                      | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      7666 | NS      | $397175.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                 | PICC Property & Casualty Co Ltd                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |   1074000 | NS      | $1009450.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1614184.58   | 0.11%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                   | Rio Tinto Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     12386 | NS      | $1115668.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    945000 | PA      | $806872.64    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                          | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     21003 | NS      | $2471993.39   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                    | Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376725 | PA      | $314491.81    | 0.02%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $785083.73    | 0.05%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                             | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     18450 | NS      | $1160633.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                           | Tokyo Tatemono Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |      6900 | NS      | $85442.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                  | Amazon.com Inc                                                                   | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238584.59    | 0.02%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1410076.17   | 0.10%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                     | PNC Bank NA                                                                      | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378302.14    | 0.03%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399755 | PA      | $351356.93    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417AEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9848 | PA      | $9504.95      | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    475000 | PA      | $452313.07    | 0.03%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                    | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      9945 | NS      | $5671931.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAS CITY SOUTHERN                                            | Kansas City Southern/Old                                                         | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238694.74    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                           | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2841 | NS      | $1452148.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                       | Apple Inc                                                                        | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257613.23    | 0.02%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                 | CSAIL 2016-C6 Commercial Mortgage Trust                                          | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $229771.90    | 0.02%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    917251 | PA      | $846528.43    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41080 | PA      | $42123.07     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                    | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2090 | NS      | $212553.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $3481625.99   | 0.24%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    997309 | PA      | $906544.71    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388600.95    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320702 | PA      | $305927.65    | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28839 | PA      | $28444.68     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017758 | PA      | $1885510.24   | 0.13%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                             | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1980 | NS      | $132165.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                        | New York Life Global Funding                                                     | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198110.37    | 0.01%             | 2023-05-05      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193904 | PA      | $186057.71    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                          | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    794000 | PA      | $670795.02    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | Great Wolf Trust 2019-WOLF                                                       | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $299105.33    | 0.02%             | 2036-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     25817 | NS      | $1769629.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD 2019-DPLO                                                                   | CUSIP: 054970AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $635311.30    | 0.04%             | 2034-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298078 | PA      | $266743.48    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                            | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      4063 | NS      | $381881.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111039 | PA      | $97797.11     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                               | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8858 | NS      | $1171470.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                        | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194398.76    | 0.01%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                            | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    825000 | PA      | $627000.00    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $645450.00    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                 | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     23800 | NS      | $2124627.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc                                         | VENTURE GLOBAL LNG INC SR C PP                                                   | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |         3 | NS      | $51385.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Baidu Inc                                                       | Baidu Inc                                                                        | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    615000 | PA      | $608997.60    | 0.04%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                        | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     23587 | NS      | $3003332.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                        | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    940000 | PA      | $746133.20    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                        | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3715 | NS      | $564977.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                       | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      8542 | NS      | $250897.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391347 | PA      | $343400.62    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                          | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    780000 | PA      | $740539.80    | 0.05%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                              | Ohio Power Co                                                                    | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $280748.03    | 0.02%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76637 | PA      | $75905.05     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                         | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    850000 | PA      | $750191.10    | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                     | Covestro AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     25685 | NS      | $1177774.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                            | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $690345.10    | 0.05%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                     | Nutrien Ltd                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     34491 | NS      | $2855509.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                           | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     19886 | NS      | $1199125.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                            | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      7977 | NS      | $531507.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6665000 | PA      | $5592611.90   | 0.38%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                           | Burlington Stores Inc                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2002 | NS      | $460119.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                        | Renesas Electronics Corp                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     64900 | NS      | $669065.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $1399201.56   | 0.10%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                           | Mitsui Fudosan Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    105900 | NS      | $1987487.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YNLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262196 | PA      | $251556.52    | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133APV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312548 | PA      | $274402.12    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     21972 | NS      | $1147377.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1388094.72   | 0.10%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                       | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      9437 | NS      | $3123080.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                               | General Motors Co                                                                | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536782.66    | 0.04%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                       | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     30061 | NS      | $6838576.89   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22303 | PA      | $22392.79     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90114 | PA      | $86121.00     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10844 | PA      | $11226.83     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                       | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       373 | NS      | $32431.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                         | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     13236 | NS      | $853060.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       688 | PA      | $660.23       | 0.00%             | 2025-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WWL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162753 | PA      | $143462.22    | 0.01%             | 2037-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    720000 | PA      | $561377.20    | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                   | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    790000 | PA      | $722796.36    | 0.05%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                      | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     55922 | NS      | $2795199.61   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      8129 | NS      | $1344780.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44395 | PA      | $41755.94     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075204 | PA      | $996710.87    | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48979 | PA      | $50033.50     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                        | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418697.48    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                           | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257515.46    | 0.02%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118067 | PA      | $109799.61    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                        | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    805000 | PA      | $711064.55    | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                    | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      2573 | NS      | $30088.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                           | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2225 | NS      | $518558.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                                | Black Knight Inc                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      1271 | NS      | $77009.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                     | Northern Star Resources Ltd                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     71308 | NS      | $637556.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       104 | NC      | $152607.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                          | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     41400 | NS      | $1133338.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                 | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1505 | NS      | $103498.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    745000 | PA      | $614546.24    | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                            | Kansas City Southern/Old                                                         | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    365000 | PA      | $285470.56    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873526 | PA      | $757193.98    | 0.05%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90052 | PA      | $84239.20     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $312488.75    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F0T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126160 | PA      | $121588.19    | 0.01%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48809.10     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                         | Vale SA                                                                          | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      4977 | NS      | $92661.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                             | SVB Financial Group                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       813 | NS      | $245883.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $405548.84    | 0.03%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue      | GREAT LAKES MI WTR AUTH SEWAGE DISPOSAL SYS REVENUE                              | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $93999.11     | 0.01%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                   | KION Group AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     22565 | NS      | $903459.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                                           | Tempur Sealy International Inc                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    429000 | PA      | $353457.39    | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                                      | Tenaris SA                                                                       | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2287 | NS      | $81074.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                    | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      7994 | NS      | $314563.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                       | Qorvo Inc                                                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       996 | NS      | $108225.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                         | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1158903.34   | 0.08%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2575000 | PA      | $1774034.17   | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                          | Sibanye Stillwater Ltd                                                           | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      9117 | NS      | $24172.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79629 | PA      | $67077.34     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERNB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204820 | PA      | $189865.30    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                        | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    350000 | PA      | $336378.37    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                   | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3859 | NS      | $672160.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $6022148.41   | 0.41%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                      | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    760000 | PA      | $609915.20    | 0.04%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                         | Principal Financial Group Inc                                                    | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364257.11    | 0.02%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                       | AGCO Corp                                                                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       247 | NS      | $34118.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                           | Bill.com Holdings Inc                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      5936 | NS      | $686320.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91387 | PA      | $89102.92     | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7203 | PA      | $7098.75      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                       | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     10344 | NS      | $473651.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                                 | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      3170 | NS      | $52057.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akzo Nobel NV                                                   | Akzo Nobel NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     19331 | NS      | $1437859.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7004 | PA      | $6829.01      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                             | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       343 | NS      | $53802.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp                                                         | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     31667 | NS      | $903951.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp                                                     | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     13501 | NS      | $569607.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                         | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     71069 | NS      | $2474762.15   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                              | Coterra Energy Inc                                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    965000 | PA      | $925996.84    | 0.06%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                          | Welcia Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23300 | NS      | $521086.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                          | Omnicom Group Inc / Omnicom Capital Inc                                          | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73495.73     | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                      | Nucor Corp                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3284 | NS      | $555061.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59221 | PA      | $56794.28     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                         | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1056000 | PA      | $1213519.93   | 0.08%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241243.35    | 0.02%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149148.66    | 0.01%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                              | Galton Funding Mortgage Trust 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27582 | PA      | $25435.72     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                              | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                      | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    850000 | PA      | $798598.29    | 0.05%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                             | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238263.15    | 0.02%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                     | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $355435.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $895424.15    | 0.06%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299489 | PA      | $294470.69    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295087 | PA      | $290811.94    | 0.02%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                       | FleetCor Technologies Inc                                                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4781 | NS      | $998320.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                   | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2381 | NS      | $199265.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $321164.95    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                             | Paycom Software Inc                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       631 | NS      | $204406.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                        | Next PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     15983 | NS      | $1310630.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                                     | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       640 | NS      | $41248.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                    | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $112631.43    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                      | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     36353 | NS      | $2731927.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $390422.59    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                    | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     54154 | NS      | $821516.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                              | Enphase Energy Inc                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       878 | NS      | $194371.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                     | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7617 | NS      | $1302659.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $756698.74    | 0.05%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24844 | PA      | $23103.81     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                          | Hamamatsu Photonics KK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21900 | NS      | $1169188.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172966 | PA      | $161461.33    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                              | WillScot Mobile Mini Holdings Corp                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      7262 | NS      | $351916.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                           | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     23497 | NS      | $4163903.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49164 | PA      | $49558.71     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $457273.34    | 0.03%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                   | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2276 | NS      | $402078.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                             | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2774 | NS      | $508557.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                              | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      4000 | NS      | $1403682.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                             | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      4480 | NS      | $365075.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                    | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     17198 | NS      | $1311175.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164340 | PA      | $157609.38    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                       | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260000 | PA      | $266459.38    | 0.02%             | 2053-02-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                            | Experian Finance PLC                                                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $729098.55    | 0.05%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                    | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     47253 | NS      | $4670486.52   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                              | Barry Callebaut AG                                                               | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |       516 | NS      | $1076376.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239804.15    | 0.02%             | 2048-10-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                           | Boston Properties Inc                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      2689 | NS      | $200438.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464167 | PA      | $446431.18    | 0.03%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                        | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2187 | NS      | $605973.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136550 | PA      | $134951.13    | 0.01%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56242 | PA      | $56654.04     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                    | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     31735 | NS      | $4102700.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6584 | PA      | $6254.91      | 0.00%             | 2026-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1012033.75   | 0.07%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                          | TechnoPro Holdings Inc                                                           | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |     49000 | NS      | $1523892.55   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                        | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   2068746 | NS      | $1349015.95   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                                            | Blue Owl Capital Inc                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16438 | NS      | $206790.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                      | Genmab A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      1855 | NS      | $725621.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                        | Rogers Communications Inc                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    895000 | PA      | $778578.82    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111308 | PA      | $103221.60    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                          | Discover Financial Services                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582522.01    | 0.04%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                        | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     45000 | PA      | $43880.32     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116071 | PA      | $108103.99    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                        | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     41798 | NS      | $9622317.58   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                 | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     88718 | NS      | $6004434.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                              | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1033 | NS      | $91069.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Outotec Oyj                                               | Metso Outotec Oyj                                                                | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     34924 | NS      | $400205.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $184500.00    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                   | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    503000 | PA      | $431744.10    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                        | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1035000 | PA      | $1005632.48   | 0.07%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                  | SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                               | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $257831.18    | 0.02%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                            | ServiceMaster Funding LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477725 | PA      | $392506.98    | 0.03%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     13416 | NS      | $4192947.56   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                      | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     11949 | NS      | $1977440.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                             | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       979 | NS      | $86318.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                 | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      5333 | NS      | $3524259.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      2855 | NS      | $314621.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                         | Siemens Healthineers AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     35788 | NS      | $1911532.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                           | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     15404 | NS      | $528203.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191797.36    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                          | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2739 | NS      | $126678.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147051 | PA      | $150371.10    | 0.01%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259096 | PA      | $227047.51    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                      | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      6322 | NS      | $805043.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3821 | PA      | $3725.06      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                          | Otsuka Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     31800 | NS      | $1020231.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OZ Minerals Ltd                                                 | OZ Minerals Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900O2VBT5CL7EZT27 | Long             | EC               | CORP              | AU        |      8369 | NS      | $165846.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987921 | PA      | $1004498.45   | 0.07%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                             | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     17044 | NS      | $8521829.56   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                        | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $697141.60    | 0.05%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1635000 | PA      | $1422641.61   | 0.10%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                 | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2582 | NS      | $81952.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                               | Nippon Telegraph & Telephone Corp                                                | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    152800 | NS      | $4575500.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | Studio City Finance Ltd                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    785000 | PA      | $637580.93    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                           | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     12791 | NS      | $2357509.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                      | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1157 | NS      | $336571.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Naked Juice LLC                                                 | Naked Juice LLC 2nd Lien Term Loan                                               | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    420000 | PA      | $341250.00    | 0.02%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                        | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224839.71    | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    145000 | PA      | $131047.66    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                         | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    158747 | NS      | $1851822.74   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                       | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      9231 | NS      | $754357.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                         | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     31246 | NS      | $1101733.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                      | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     40458 | NS      | $4316059.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                         | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     33307 | NS      | $4742250.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS INTERMEDIATE HO                                        | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    765000 | PA      | $583312.50    | 0.04%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $458853.43    | 0.03%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                              | Essex Portfolio LP                                                               | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    635000 | PA      | $604678.37    | 0.04%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                   | Urban One Inc                                                                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    945000 | PA      | $859260.15    | 0.06%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     69393 | NS      | $4311201.53   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SOCIEDAD ANONIMA                                      | IBERDROLA SOCIEDAD ANONIMA                                                       | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |        63 | NS      | $739.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106264 | PA      | $958353.29    | 0.07%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                             | Acadia Realty Trust                                                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |     15397 | NS      | $239115.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $226976.47    | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772496.30    | 0.05%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Rayonier Inc                                                    | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      5861 | NS      | $213281.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                             | Terreno Realty Corp                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      6451 | NS      | $415637.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    610000 | PA      | $591179.04    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    775000 | PA      | $651280.16    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113257 | PA      | $105581.96    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                   | Goodman Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     15325 | NS      | $219140.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | S+P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -53 | NC      | $-111345.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                               | State Street Corp                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2311 | NS      | $211063.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $303600.98    | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                          | Protective Life Global Funding                                                   | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251534.60    | 0.02%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1213187.83   | 0.08%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                            | Big Yellow Group PLC                                                             | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               |  | GB        |      4603 | NS      | $68840.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                        | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    750000 | PA      | $658447.50    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| K92 Mining Inc                                                  | K92 Mining Inc                                                                   | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |     51383 | NS      | $297357.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $274868.54    | 0.02%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347528 | PA      | $292473.73    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5528 | PA      | $5309.52      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279945 | PA      | $268180.28    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $96454.29     | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2415 | NS      | $502923.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                   | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4399 | NS      | $1465922.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                         | Darling Ingredients Inc                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      4881 | NS      | $323561.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101072 | PA      | $90891.67     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7437 | PA      | $7426.14      | 0.00%             | 2033-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                          | Koninklijke Philips NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     64502 | NS      | $1117460.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                         | Ausgrid Finance Pty Ltd                                                          | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $478406.40    | 0.03%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                  | Qatar Government International Bond                                              | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $196000.80    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Z Holdings Corp                                                 | Z Holdings Corp                                                                  | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    255200 | NS      | $738087.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionX Corp                                                  | ChampionX Corp                                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      2828 | NS      | $93380.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4525000 | PA      | $4100781.25   | 0.28%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132ACS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373921 | PA      | $356263.69    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                              | Raytheon Technologies Corp                                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653688.79    | 0.04%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                     | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4559 | NS      | $1137652.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                     | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       520 | NS      | $94343.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $392988.39    | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Orla Mining Ltd                                                 | Orla Mining Ltd                                                                  | CUSIP: 68634K106<br>LEI: 529900DU63EUQ1UZKL30 | Long             | EC               | CORP              | CA        |     24153 | NS      | $104196.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Plaza Trust                                           | Worldwide Plaza Trust 2017-WWP                                                   | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $563998.85    | 0.04%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                             | NatWest Markets PLC                                                              | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $461154.55    | 0.03%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    362989 | PA      | $325116.24    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                   | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114925 | PA      | $101770.11    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                                  | Bakkafrost P/F                                                                   | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |      2162 | NS      | $134005.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                           | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6069 | NS      | $1491820.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1496210 | PA      | $1477788.60   | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                       | Amcor PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     68833 | NS      | $821815.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                          | Cox Communications Inc                                                           | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    920000 | PA      | $603459.12    | 0.04%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2021-III Ltd                                                        | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $400312.53    | 0.03%             | 2036-07-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    820000 | PA      | $501995.80    | 0.03%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                            | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      2659 | NS      | $62650.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    540000 | PA      | $516581.80    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                 | Sealed Air Corp                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      6701 | NS      | $366946.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                  | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    141268 | NS      | $35007623.08  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                         | Magna International Inc                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     32260 | NS      | $2094964.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                               | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      4173 | NS      | $144834.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                          | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $615744.00    | 0.04%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $901319.34    | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                          | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    115000 | PA      | $110379.81    | 0.01%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                        | Pioneer Natural Resources Co                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212567.93    | 0.01%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6480 | PA      | $6689.79      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                          | Dr Ing hc F Porsche AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     12942 | NS      | $1535419.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                            | Align Technology Inc                                                             | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       815 | NS      | $219829.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4697 | PA      | $4505.54      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                         | Becton Dickinson and Co                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     18752 | NS      | $4729629.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Matthey PLC                                             | Johnson Matthey PLC                                                              | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     44225 | NS      | $1235007.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                             | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      5250 | NS      | $1172797.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33489 | PA      | $34320.75     | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                       | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      2532 | NS      | $1580717.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104130 | PA      | $99807.73     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                 | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2075 | NS      | $311623.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shurgard Self Storage SA                                        | Shurgard Self Storage SA                                                         | CUSIP: 000000000<br>LEI: 549300J0UEIKU81XO336 | Long             | EC               | CORP              | LU        |      2508 | NS      | $120892.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                       | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3020 | NS      | $430954.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                              | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       673 | NS      | $154392.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556693 | PA      | $580871.24    | 0.04%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                   | Service Corp International/US                                                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2456 | NS      | $182112.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29234 | PA      | $29189.97     | 0.00%             | 2033-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                               | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      3101 | NS      | $528875.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $177172.84    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $546551.29    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5649 | NS      | $607549.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                           | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     10643 | NS      | $1186588.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                        | Sinclair Television Group Inc                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    960000 | PA      | $763200.00    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $834195.27    | 0.06%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                      | Cigna Corp                                                                       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387853.42    | 0.03%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 A PTT                                         | United Airlines 2016-1 Class A Pass Through Trust                                | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134860 | PA      | $117308.64    | 0.01%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $271017.58    | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220633 | PA      | $214725.75    | 0.01%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                         | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1462 | NS      | $412327.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                    | Autodesk Inc                                                                     | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    825000 | PA      | $691654.57    | 0.05%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $534262.43    | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $333316.33    | 0.02%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cactus Inc                                                      | Cactus Inc                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1769 | NS      | $95720.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                                     | Moderna Inc                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2800 | NS      | $492968.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue         | GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE                                     | CUSIP: 39081JDZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $407156.40    | 0.03%             | 2041-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| State of California                                             | CALIFORNIA ST                                                                    | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $378319.35    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93341 | PA      | $89208.69     | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $653229.82    | 0.04%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1001441.02   | 0.07%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                 | Federal Realty Investment Trust                                                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |       229 | NS      | $25540.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                    | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7399 | NS      | $1877940.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                        | Granite US Holdings Corp                                                         | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $763298.72    | 0.05%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                          | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2399 | NS      | $429708.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3670499 | PA      | $3216191.38   | 0.22%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $101876.32    | 0.01%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Newmont Goldcorp Corp.                                          | Newmont Goldcorp Corp.                                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6815 | NS      | $360717.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY OP LLC                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    265000 | PA      | $257151.35    | 0.02%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                             | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      4384 | NS      | $704684.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184110.60    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                              | POSCO Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      1383 | NS      | $340013.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                        | Adyen NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       681 | NS      | $1029501.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                        | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      6433 | NS      | $1489368.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                     | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      4883 | NS      | $283506.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd                               | Electric Power Development Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |     51400 | NS      | $855081.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                     | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     49454 | NS      | $9661827.98   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                                 | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      5143 | NS      | $456286.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                    | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29273 | NS      | $5094087.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                              | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      2837 | NS      | $197370.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Inc                                                         | QVC Inc                                                                          | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102186.00    | 0.01%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2017-PANW Mortgage Trust                                                    | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $607429.27    | 0.04%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309519 | PA      | $290567.45    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                     | Adobe, Inc.                                                                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2377 | NS      | $880298.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3905000 | PA      | $3580549.40   | 0.25%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                        | Willis North America Inc                                                         | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    395000 | PA      | $386698.75    | 0.03%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       526 | NC      | $335174.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $264492.03    | 0.02%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                         | Becton Dickinson and Co                                                          | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    465000 | PA      | $413633.06    | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1316280 | PA      | $1109208.11   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                              | CNO Global Funding                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1106997.72   | 0.08%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70749 | PA      | $68521.53     | 0.00%             | 2025-06-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669704 | PA      | $591006.82    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                              | Sumitomo Mitsui Trust Holdings Inc                                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     24200 | NS      | $882358.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                               | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       777 | NS      | $26977.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    124548 | NS      | $3882590.78   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5514 | PA      | $5447.44      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQ2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6276 | PA      | $6017.01      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1300000 | PA      | $1079000.00   | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $541320.19    | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190513 | PA      | $161480.20    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2778 | NS      | $385530.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                          | MSCI EAFE MAR23                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      -204 | NC      | $-1009813.48  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                        | Saia Inc                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1231 | NS      | $335792.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                     | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3645 | NS      | $834376.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                    | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    218005 | NS      | $21772159.35  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                             | New Residential Mortgage Loan Trust 2022-INV1                                    | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540082 | PA      | $453521.81    | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                 | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     92557 | NS      | $6050451.09   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358295 | PA      | $342935.68    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     15000 | PA      | $14672.07     | 0.00%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                      | Cigna Corp                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1508 | NS      | $477538.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO COPPER CORP                                                 | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $860179.25    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204049 | PA      | $195157.55    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493196 | PA      | $476142.19    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199149.59    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                      | Weibo Corp                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    430000 | PA      | $416175.50    | 0.03%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2020-6                                                  | CUSIP: 03465AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101606 | PA      | $89948.90     | 0.01%             | 2065-05-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245666 | PA      | $241346.34    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                        | PUBLIC FIN AUTH WI REVENUE                                                       | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    930000 | PA      | $690666.17    | 0.05%             | 2051-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                      | THK Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     26100 | NS      | $552888.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1563467 | PA      | $1552480.03   | 0.11%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72276 | PA      | $64493.80     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                   | Sempra Energy                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     11950 | NS      | $1915943.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                   | Citigroup Inc                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173976.83    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                    | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 165850903 | NS      | $165850903.24 | 11.36%            |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                             | New Residential Mortgage Loan Trust 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182295 | PA      | $169387.93    | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       825 | NS      | $653688.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                                      | Cigna Corp                                                                       | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495552.62    | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3622AAE42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51313 | PA      | $49225.39     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                 | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3900 | NS      | $344058.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16923 | PA      | $16619.83     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    340000 | PA      | $304480.01    | 0.02%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                           | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    795000 | PA      | $750220.78    | 0.05%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                        | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114552.08    | 0.01%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANVA SERIES A CVT                                              | CANVA SERIES A CVT                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         8 | NS      | $4414.40      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Crown Castle Inc                                                | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      2182 | NS      | $323176.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                             | Citigroup Commercial Mortgage Trust 2015-GC33                                    | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $48383.45     | 0.00%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240955 | PA      | $237637.77    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                 | Direct Line Insurance Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    226319 | NS      | $495507.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                | Provident Funding Mortgage Trust 2019-1                                          | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646415 | PA      | $539013.96    | 0.04%             | 2049-12-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46837 | PA      | $48373.78     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                          | BBVA Bancomer SA/Texas                                                           | CUSIP: 05533UAD0<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $593250.00    | 0.04%             | 2024-04-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                             | Wharf Real Estate Investment Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |     23000 | NS      | $131977.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina Inc                                                    | Illumina Inc                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       267 | NS      | $57191.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                              | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     33462 | NS      | $3630292.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                               | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161131.20    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                        | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $488181.17    | 0.03%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                    | DNB Bank ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    142836 | NS      | $2668443.33   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                   | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1018852.22   | 0.07%             | 2038-04-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                             | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       536 | NS      | $81573.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Zinc Co Ltd                                               | Korea Zinc Co Ltd                                                                | CUSIP: 000000000<br>LEI: 988400D0HSQUB1I1VO41 | Long             | EC               | CORP              | KR        |        93 | NS      | $41089.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                     | Sun Hung Kai Properties Ltd                                                      | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     13500 | NS      | $191980.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                        | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     10720 | NS      | $1875035.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                     | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     27405 | NS      | $3942757.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82468 | PA      | $78684.79     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WCH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203906 | PA      | $200953.29    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1066872 | PA      | $899968.82    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47043 | PA      | $47343.51     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217796 | PA      | $195278.55    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                               | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     91779 | NS      | $2188184.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                         | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    270000 | PA      | $263061.00    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30120 | PA      | $30550.76     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                         | Shell International Finance BV                                                   | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $244152.09    | 0.02%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                   | CommScope Inc                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    821000 | PA      | $698301.55    | 0.05%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                             | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    170700 | NS      | $2519470.48   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                                         | StorageVault Canada Inc                                                          | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Long             | EC               | CORP              | CA        |     14211 | NS      | $68675.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253210.60    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     38589 | NS      | $2366277.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                                    | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     11075 | NS      | $579665.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $107176.55    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840446 | PA      | $736881.03    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                            | Ryan Specialty Group LLC                                                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    470000 | PA      | $423587.50    | 0.03%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276612.79    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X2RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10516 | PA      | $9889.71      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43825 | PA      | $41884.39     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                     | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      3901 | NS      | $835633.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                            | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5849 | NS      | $485408.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                  | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      4268 | NS      | $1298923.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesdome Gold Mines Ltd                                          | Wesdome Gold Mines Ltd                                                           | CUSIP: 95083R100<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |     25001 | NS      | $115934.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766066 | PA      | $683456.95    | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                               | Tutor Perini Corp                                                                | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $423177.50    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65270 | PA      | $57530.11     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                               | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    320925 | PA      | $274674.17    | 0.02%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281024 | PA      | $251008.87    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $908680.00    | 0.06%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                                  | Dr Martens PLC                                                                   | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    161009 | NS      | $309986.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria Gold Corp                                              | Victoria Gold Corp                                                               | CUSIP: 92625W507<br>LEI: 549300VUIN6RQ5764L78 | Long             | EC               | CORP              | CA        |     20527 | NS      | $161834.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                                                 | PerkinElmer Inc                                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    595000 | PA      | $508737.52    | 0.03%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                 | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    740000 | PA      | $630796.68    | 0.04%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                      | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      6006 | NS      | $536395.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                        | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      7100 | NS      | $863046.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24650 | PA      | $25626.07     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                      | TransUnion                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5833 | NS      | $418517.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111436 | PA      | $106551.92    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                             | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34215.20     | 0.00%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97949 | PA      | $86222.87     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                      | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2928 | NS      | $320059.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     76107 | NS      | $8829173.07   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                              | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      1179 | NS      | $46265.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719094 | PA      | $599919.11    | 0.04%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2448656.26   | 0.17%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $350623.55    | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALS Ltd                                                         | ALS Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300RYCQ8DMIO2J661 | Long             | EC               | CORP              | AU        |     32919 | NS      | $305635.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                          | Chubb INA Holdings Inc                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70857.49     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                  | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     12348 | NS      | $1967824.61   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2020-EXP2 Trust                                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165526 | PA      | $145194.98    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                             | Synchrony Financial                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    960000 | PA      | $941877.93    | 0.06%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                        | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    715000 | PA      | $600421.25    | 0.04%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                              | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63594 | PA      | $59878.12     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                       | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     62461 | NS      | $7622206.43   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                        | Tutor Perini Corporation Term Loan B                                             | CUSIP: 90110FAM6<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | LON              | CORP              | US        |    752675 | PA      | $715668.23    | 0.05%             | 2027-08-18      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                           | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    535000 | PA      | $504992.26    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stroeer SE & Co KGaA                                            | Stroeer SE & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     10042 | NS      | $549543.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                        | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $388000.00    | 0.03%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                 | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      4321 | NS      | $273043.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                        | George Washington University/The                                                 | CUSIP: 372546AV3<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36137.54     | 0.00%             | 2046-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38706 | PA      | $37311.41     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                           | Bridgepoint Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    200609 | NS      | $597734.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $537155.42    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                      | Elara HGV Timeshare Issuer 2017-A LLC                                            | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38822 | PA      | $37307.88     | 0.00%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $753769.33    | 0.05%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                       | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      4755 | NS      | $89631.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37184 | PA      | $35889.83     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A5FY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266128 | PA      | $262933.87    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56666 | PA      | $52932.07     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                              | MedStar Health Inc                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    305000 | PA      | $234336.42    | 0.02%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                              | Steel Dynamics Inc                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5870 | NS      | $708156.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                        | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538755.50    | 0.04%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    646000 | PA      | $536658.04    | 0.04%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989215 | PA      | $1679133.37   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Samsonite International SA                                      | Samsonite International SA                                                       | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    253500 | NS      | $751632.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                 | SBA Tower Trust                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              |  | US        |    345000 | PA      | $326140.40    | 0.02%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562482 | PA      | $536343.31    | 0.04%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $270805.75    | 0.02%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108489 | PA      | $106790.21    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                | COLT 2021-6 Mortgage Loan Trust                                                  | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804456 | PA      | $700311.86    | 0.05%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346549.08    | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                         | Activision Blizzard Inc                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     19027 | NS      | $1456897.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                          | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30712 | NS      | $1325222.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528490 | PA      | $540018.20    | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EP4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304835 | PA      | $286709.82    | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2020-EXP1 Trust                                                              | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134082 | PA      | $120700.72    | 0.01%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust 2014-LC14                                        | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24571.36     | 0.00%             | 2047-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ER7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204213 | PA      | $196642.07    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117145 | PA      | $101662.43    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD EQUITY PARTNER                                        | Crestwood Equity Partners LP                                                     | CUSIP: 226344307<br>LEI: 549300CUY0F1TYDLDL45 | Long             | EP               | CORP              | US        |     41740 | NS      | $389851.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION INC                                        | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $380533.50    | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tokyu REIT Inc                                                  | Tokyu REIT Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |        31 | NS      | $46720.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                                  | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      2328 | NS      | $100429.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164535 | PA      | $168241.72    | 0.01%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                   | Staples, Inc. 7 Year Term Loan                                                   | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    503272 | PA      | $469660.62    | 0.03%             | 2026-04-16      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                              | Vodafone Group PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    104591 | NS      | $1211163.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                              | Douglas Emmett Inc                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |      8870 | NS      | $148572.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                          | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $313065.00    | 0.02%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Lendlease Global Commercial REIT                                | Lendlease Global Commercial REIT                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |     46600 | NS      | $25827.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                      | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     23523 | NS      | $486557.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    132800 | NS      | $1007568.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969223 | PA      | $850566.42    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                              | Studio City Co Ltd                                                               | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192640.77    | 0.01%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                     | Murata Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     25500 | NS      | $1465078.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                   | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       415 | NS      | $149250.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                      | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $885983.47    | 0.06%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47511 | PA      | $45984.26     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2744 | NS      | $213757.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1392893.60   | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                             | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723279 | PA      | $639472.95    | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                      | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47129.31     | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                 | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     22632 | NS      | $1852655.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                        | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    180680 | NS      | $2570383.16   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                           | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      7110 | NS      | $740008.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52491 | PA      | $50325.41     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                    | NiSource Inc                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    425000 | PA      | $353907.60    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LILAC SOLUTIONS SER B                                           | LILAC SOLUTIONS SER B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4155 | NS      | $56715.75     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                | Beijing Enterprises Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |    132500 | NS      | $449477.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                          | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     21832 | NS      | $6801104.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                         | Gulfport Energy Corp                                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    640000 | PA      | $634118.40    | 0.04%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7UB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471219 | PA      | $456865.04    | 0.03%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Airport System Revenue                       | HOUSTON TX ARPT SYS REVENUE                                                      | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $184576.96    | 0.01%             | 2031-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $493231.44    | 0.03%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                        | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $159887.23    | 0.01%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                    | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      6801 | NS      | $393913.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73440 | PA      | $66551.51     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23045.45     | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                             | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    228334 | NS      | $599633.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                         | Recruit Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     42800 | NS      | $1373855.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185699 | PA      | $178810.02    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WE6W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181314 | PA      | $178687.57    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rhyolite Resources Ltd                                          | Rhyolite Resources Ltd                                                           | CUSIP: 76243H109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     38438 | NS      | $3466.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                         | Principal Financial Group Inc                                                    | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303419.63    | 0.02%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MMC Norilsk Nickel PJSC                                         | MMC Norilsk Nickel PJSC                                                          | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |       470 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $334068.75    | 0.02%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                             | TransDigm Group Inc                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $664636.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4216 | PA      | $3680.79      | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                     | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      9021 | NS      | $3192171.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                                       | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181206.91    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245947 | PA      | $220767.49    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GUSTO TC6CSL955                                                 | GUSTO                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $43309.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cadence Design Systems Inc                                      | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3072 | NS      | $561653.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                               | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      4274 | NS      | $95994.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                         | Pebblebrook Hotel Trust                                                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     13699 | NS      | $224663.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A3AE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149217 | PA      | $145779.71    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1B PTT                                          | American Airlines 2017-1 Class B Pass Through Trust                              | CUSIP: 02378WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275792 | PA      | $266212.32    | 0.02%             | 2025-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KNS Acquisition Corp.                                           | KNS Acquisition Corp. Term Loan                                                  | CUSIP: 48262HAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    696396 | PA      | $624667.53    | 0.04%             | 2027-04-21      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1235000 | PA      | $1228239.20   | 0.08%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                             | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                                       | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $360623.37    | 0.02%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                        | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $745906.04    | 0.05%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                         | Simon Property Group LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1005000 | PA      | $848594.46    | 0.06%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138087 | PA      | $121703.83    | 0.01%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422891 | PA      | $411542.84    | 0.03%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                          | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     15298 | NS      | $3758565.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                        | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $207226.51    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045866 | PA      | $922901.12    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    350000 | PA      | $338028.95    | 0.02%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                          | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1032000 | PA      | $910120.80    | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                 | Fontainebleau Miami Beach Trust 2019-FBLU                                        | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $574358.19    | 0.04%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                           | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161234.70    | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                          | Credit Suisse Group AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    660000 | PA      | $603563.43    | 0.04%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                             | BlueScope Steel Ltd                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     17964 | NS      | $245781.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       701 | NC      | $497419.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                                           | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $542100.00    | 0.04%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                        | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899400.44    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                                       | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1520 | NS      | $132422.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                          | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     40096 | NS      | $1156005.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106642 | PA      | $90193.82     | 0.01%             | 2066-01-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                  | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     20066 | NS      | $7436459.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521319 | PA      | $515131.11    | 0.04%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187558 | PA      | $183691.22    | 0.01%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720863 | PA      | $638881.99    | 0.04%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87280 | PA      | $88123.32     | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       171 | NC      | $205882.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERQN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84593 | PA      | $80360.24     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22910 | PA      | $24035.80     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    628406 | PA      | $630314.93    | 0.04%             | 2042-04-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                        | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339099.36    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                           | Southwest Airlines Co                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      7978 | NS      | $285373.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                          | Standard Chartered PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $490573.19    | 0.03%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                       | Shin-Etsu Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       200 | NS      | $29789.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                         | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $263948.28    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                    | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     12450 | NS      | $7283374.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Data Corp                                                   | NTT Data Corp                                                                    | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |    139800 | NS      | $2170574.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                       | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      6152 | NS      | $1552764.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LADENBURG THALMANN FIN S                                        | Ladenburg Thalmann Financial Services Inc                                        | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |     22999 | NS      | $402482.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    201347 | NS      | $7143791.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                 | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     78182 | NS      | $1675567.83   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011207 | PA      | $889336.61    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                         | Nationwide Building Society                                                      | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $773229.18    | 0.05%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270426 | PA      | $251075.05    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                               | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    180500 | NS      | $2618807.59   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536491 | PA      | $536714.12    | 0.04%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226137 | PA      | $231192.67    | 0.02%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173505 | PA      | $163079.52    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                   | Alfa Laval AB                                                                    | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       170 | NS      | $5322.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109017 | PA      | $107212.50    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                        | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      2892 | NS      | $653794.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1305000 | PA      | $1096811.72   | 0.08%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                       | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     26508 | NS      | $4591715.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                       | Alcon Inc                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     10135 | NS      | $764203.36    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                         | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $535425.00    | 0.04%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F0MX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737557 | PA      | $700489.93    | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                      | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     62014 | NS      | $3088297.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                        | Jackson National Life Global Funding                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $986892.71    | 0.07%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137419 | PA      | $133477.56    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252935 | PA      | $247735.89    | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    562750 | PA      | $516916.38    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                      | VMware Inc                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    920000 | PA      | $814672.33    | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                          | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1020768.74   | 0.07%             | 2039-02-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                    | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    226340 | NS      | $3266854.79   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                                                | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1120089.76   | 0.08%             | 2025-04-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                   | Medtronic Inc                                                                    | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22115.83     | 0.00%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                      | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379200 | PA      | $355733.59    | 0.02%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                              | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12290 | NS      | $3984049.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    540000 | PA      | $490740.23    | 0.03%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63459 | PA      | $59568.37     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                      | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    485000 | PA      | $565571.45    | 0.04%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                               | Kosmos Energy Ltd                                                                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      7941 | NS      | $62813.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    970000 | PA      | $867932.71    | 0.06%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8905 | PA      | $9003.10      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                         | Spectra Energy Partners LP                                                       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175882.03    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                                             | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145949.23    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $448254.90    | 0.03%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                        | Wilmar International Ltd                                                         | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    575300 | NS      | $1790736.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268071.33    | 0.02%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                           | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      3274 | NS      | $403389.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312743.48    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                            | Bright Horizons Family Solutions Inc                                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $252990.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                        | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    820000 | PA      | $793122.18    | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36169 | PA      | $34567.32     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                   | Rio Tinto PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10916 | NS      | $853372.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                            | Galp Energia SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     13597 | NS      | $186004.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                          | CapitaLand Integrated Commercial Trust                                           | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |    109700 | NS      | $180022.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QVC Inc                                                         | QVC Inc                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71371.75     | 0.00%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                              | Honda Motor Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     20800 | NS      | $515917.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                                      | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      6391 | NS      | $400396.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                              | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     10355 | NS      | $385102.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $5372636.31   | 0.37%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                           | Healthpeak Properties Inc                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    200000 | PA      | $173582.49    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                        | DATABRICKS SER G CVT PFD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1206 | NS      | $72360.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22695 | PA      | $22032.47     | 0.00%             | 2024-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd                                              | Perseus Mining Ltd                                                               | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |    228167 | NS      | $347265.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                                    | Canadian Pacific Railway Ltd                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5769 | NS      | $455174.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                       | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     53949 | NS      | $857789.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                              | NextEra Energy Inc                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3392 | NS      | $169566.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4945000 | PA      | $4461703.49   | 0.31%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                             | CNH Equipment Trust 2019-C                                                       | CUSIP: 12597CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1059789.27   | 0.07%             | 2027-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                             | Arista Networks Inc                                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      3891 | NS      | $490343.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133AM4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75719 | PA      | $66477.17     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3210000 | PA      | $2275965.24   | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                             | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7053 | NS      | $779709.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoshino Resorts REIT Inc                                        | Hoshino Resorts REIT Inc                                                         | CUSIP: 000000000<br>LEI: 353800DF2MUZWFL4IL56 | Long             | EC               |  | JP        |        14 | NS      | $80238.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96356 | PA      | $89827.79     | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                       | GATX Corp                                                                        | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    605000 | PA      | $561176.90    | 0.04%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                      | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     20619 | NS      | $1842976.49   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                      | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2013 | NS      | $390240.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $643284.91    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                             | Abbott Laboratories                                                              | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    207000 | PA      | $204942.49    | 0.01%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $438438.53    | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp                | Industrial & Infrastructure Fund Investment Corp                                 | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               |  | JP        |        94 | NS      | $104192.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                          | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82693.83     | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NAC Kazatomprom JSC                                             | NAC Kazatomprom JSC                                                              | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      9426 | NS      | $276442.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tietto Minerals Ltd                                             | Tietto Minerals Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    275173 | NS      | $146160.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                   | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $408233.85    | 0.03%             | 2038-05-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                         | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18590 | PA      | $17532.94     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5154 | PA      | $5008.22      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                        | Northwell Healthcare Inc                                                         | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403631.59    | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248672.50    | 0.02%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    360000 | PA      | $300470.22    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J95H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327640 | PA      | $313261.36    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                   | Banner Health                                                                    | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $175889.52    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127867 | PA      | $122705.13    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                    | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6133 | NS      | $434093.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AON GLOBAL LTD                                                  | Aon Global Ltd                                                                   | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34286.05     | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                            | Stanford Health Care                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $360196.96    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                         | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      5323 | NS      | $1583752.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16673 | PA      | $16424.81     | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park Inc                               | Mitsui Fudosan Logistics Park Inc                                                | CUSIP: 000000000<br>LEI: 353800DN63EIYS760S59 | Long             | EC               |  | JP        |        29 | NS      | $101215.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                         | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     22907 | NS      | $1305453.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197560 | PA      | $202475.74    | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polyus PJSC                                                     | Polyus PJSC                                                                      | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |       428 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| South Carolina Public Service Authority                         | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                        | CUSIP: 837151WM7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     80000 | PA      | $78283.83     | 0.01%             | 2023-12-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                          | S+P 500 INDEX                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1098 | NC      | $2294820.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     23906 | NS      | $1661945.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526422 | PA      | $527078.13    | 0.04%             | 2042-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                          | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    885000 | PA      | $791620.80    | 0.05%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                        | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    109415 | NS      | $3383111.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co Ltd                                         | Largan Precision Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7000 | NS      | $497987.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                         | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587812 | PA      | $511338.38    | 0.04%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                         | Shell International Finance BV                                                   | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $37674.97     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Worley Ltd                                                      | Worley Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    137629 | NS      | $1514734.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    470000 | PA      | $383779.52    | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                        | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $554854.35    | 0.04%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                  | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      9937 | NS      | $138024.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                               | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     96853 | NS      | $1772409.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      2766 | NS      | $286668.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                      | Nucor Corp                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    595000 | PA      | $579414.10    | 0.04%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                             | BWAY 2022-26BW Mortgage Trust                                                    | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $475232.51    | 0.03%             | 2044-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10955 | NS      | $4007448.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Capital Partners                                             | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12213 | PA      | $11754.59     | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $57056.64     | 0.00%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335A2R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496733 | PA      | $460917.36    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77742 | PA      | $70324.37     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508859 | PA      | $471999.92    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321664 | PA      | $305579.51    | 0.02%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 B PTT                                         | American Airlines 2016-1 Class B Pass Through Trust                              | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254634 | PA      | $249357.36    | 0.02%             | 2024-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                        | Ipsen SA                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      4617 | NS      | $484817.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                  | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     10870 | NS      | $4947263.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96422 | PA      | $86561.74     | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Osisko Mining Inc                                               | Osisko Mining Inc                                                                | CUSIP: 688281104<br>LEI: 254900SJU6CW31RVHW15 | Long             | EC               | CORP              | CA        |     23879 | NS      | $67120.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Challenger Ltd                                                  | Challenger Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |    112933 | NS      | $578591.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                       | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      3985 | NS      | $707098.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91195 | PA      | $89874.14     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                             | Affirm Holdings Inc                                                              | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $162353.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9103 | PA      | $8730.74      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                  | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      3640 | NS      | $223425.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Minnesota Municipal Power Agency                        | WSTRN MN MUNI PWR AGY                                                            | CUSIP: 958697LB8<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |    770000 | PA      | $663098.21    | 0.05%             | 2039-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $307980.84    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                      | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     11502 | NS      | $863110.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                               | Ashtead Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     25660 | NS      | $1689300.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                           | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     22636 | NS      | $1450466.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121646 | PA      | $113011.05    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                         | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     14521 | NS      | $3435523.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                      | Boliden AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |     13991 | NS      | $629138.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127252 | PA      | $112458.65    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    740000 | PA      | $735748.34    | 0.05%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179578.41    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FE2P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122542 | PA      | $119478.62    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                      | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5015 | NS      | $537056.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10329 | PA      | $9714.19      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $666953.12    | 0.05%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96010.38     | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                          | International Paper Co                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      6204 | NS      | $259451.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAR US BORROWER LLC                                           | Polar US Borrower LLC / Schenectady International Group Inc                      | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $366750.00    | 0.03%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                         | Northwestern University                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $319246.71    | 0.02%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     19170 | NS      | $785011.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                             | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     62011 | NS      | $4990645.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                               | Suzuki Motor Corp                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     26300 | NS      | $990423.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238505 | PA      | $224407.36    | 0.02%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                      | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       485 | NS      | $205077.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85033 | PA      | $85431.24     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                       | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      5008 | NS      | $2476831.20   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32170 | PA      | $33469.31     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                | WPP Finance 2010                                                                 | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97838.60     | 0.01%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $162928.04    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                        | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $673853.70    | 0.05%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8ET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691388 | PA      | $639534.19    | 0.04%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                         | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     30787 | NS      | $2383529.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                     | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     48391 | NS      | $3533510.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PSMC Trust                                                      | PSMC 2021-2 Trust                                                                | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597840 | PA      | $528567.86    | 0.04%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                | ABN AMRO Bank NV                                                                 | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $490200.00    | 0.03%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52560 | PA      | $49366.44     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69312 | PA      | $66602.61     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                      | Apple Hospitality REIT Inc                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     15694 | NS      | $278254.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324006 | PA      | $319750.21    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32148 | PA      | $30955.39     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7385000 | PA      | $7108927.95   | 0.49%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                       | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      7598 | NS      | $314633.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                   | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    795000 | PA      | $793013.11    | 0.05%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CANVA COMMON STOCK PP                                           | CANVA COMMON STOCK PP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $66216.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                        | Federal Realty Investment Trust                                                  | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     35000 | PA      | $34708.57     | 0.00%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140EV5H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71509 | PA      | $68469.07     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1103527 | PA      | $929933.87    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207668 | PA      | $1065760.08   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                   | Snowflake Inc                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2510 | NS      | $392664.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                              | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     36569 | NS      | $5447683.93   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                      | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     23906 | NS      | $1055688.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP PARENT LLC                                            | White Cap Parent LLC                                                             | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $857750.00    | 0.06%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                              | Essex Portfolio LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    220000 | PA      | $181451.10    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                 | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     29900 | NS      | $3533881.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417GAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735301 | PA      | $691533.84    | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $299646.06    | 0.02%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6631 | PA      | $6464.83      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    622302 | PA      | $545785.87    | 0.04%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                         | Lululemon Athletica Inc                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3585 | NS      | $1100164.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3535000 | PA      | $3109004.89   | 0.21%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XQ25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355000 | PA      | $366704.96    | 0.03%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                          | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $355781.00    | 0.02%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                     | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     15287 | NS      | $1327981.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984370 | PA      | $905975.99    | 0.06%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                          | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161480.36    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                                 | First Solar Inc                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       395 | NS      | $70152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51737 | PA      | $48365.53     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                           | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      4160 | NS      | $552864.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                             | CALIFORNIA ST                                                                    | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $821420.95    | 0.06%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                      | Tosoh Corp                                                                       | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     12200 | NS      | $159583.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                      | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     69260 | NS      | $2879138.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                          | West Virginia United Health System Obligated Group                               | CUSIP: 956708AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $656898.00    | 0.05%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1801960 | PA      | $1557983.28   | 0.11%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                   | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     78755 | NS      | $2760720.82   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                           | Molina Healthcare Inc                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1232 | NS      | $384174.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                                     | TJX Cos Inc/The                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202851.91    | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                          | Berkshire Hathaway Inc                                                           | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199572.43    | 0.01%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                          | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     97332 | NS      | $815182.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                      | Raytheon Technologies Corp                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3494 | NS      | $348875.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                              | Voya Financial Inc                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1314 | NS      | $91677.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                       | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               |  | FR        |       970 | NS      | $114959.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71108 | PA      | $68005.55     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102263 | PA      | $101002.13    | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159932 | PA      | $152928.93    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179632 | PA      | $176659.19    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                             | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2457 | NS      | $465454.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       259 | PA      | $268.22       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    910000 | PA      | $806266.69    | 0.06%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                          | Credit Agricole SA/London                                                        | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $598387.61    | 0.04%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                             | Abbott Laboratories                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    395000 | PA      | $411475.31    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                             | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204641.25    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                   | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2540 | NS      | $541020.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    660000 | PA      | $542414.40    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                 | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90795 | PA      | $85438.19     | 0.01%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                               | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     15700 | NS      | $326770.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82731 | PA      | $74261.64     | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                    | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     45804 | NS      | $1867150.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kojamo Oyj                                                      | Kojamo Oyj                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |      7210 | NS      | $110870.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                          | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    745000 | PA      | $722997.21    | 0.05%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2019-4                                                | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95847 | PA      | $91465.46     | 0.01%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                        | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2246 | NS      | $237851.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    430000 | PA      | $414345.14    | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                     | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    343000 | PA      | $331246.01    | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Farmers Business Network Inc                                    | FARMERS BUSINESS NETWORK INC C                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       563 | NS      | $28166.89     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Regency Centers LP                                              | Regency Centers LP                                                               | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    140000 | PA      | $133674.65    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139891.50    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                         | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    600000 | PA      | $788716.86    | 0.05%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    903851 | PA      | $806305.52    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                 | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      8302 | NS      | $191029.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91322 | PA      | $87823.54     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                               | Allstate Corp/The                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     10944 | NS      | $1405975.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                     | Moncler SpA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     25057 | NS      | $1569809.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1187098.43   | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                        | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $771375.00    | 0.05%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                      | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2438 | NS      | $370161.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                        | Martin Marietta Materials Inc                                                    | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10924.19     | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407920 | PA      | $410935.62    | 0.03%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                          | AmerisourceBergen Corp                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     13534 | NS      | $2286704.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                             | TE Connectivity Ltd                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      7348 | NS      | $934298.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                                | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    270000 | PA      | $254242.04    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                          | Omnicom Group Inc / Omnicom Capital Inc                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38775.83     | 0.00%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wheaton Precious Metals Corp                                    | Wheaton Precious Metals Corp                                                     | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      2805 | NS      | $128259.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77501 | PA      | $78973.02     | 0.01%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80616 | PA      | $81017.27     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                      | Ecolab Inc                                                                       | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    830000 | PA      | $548122.10    | 0.04%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Granite Real Estate Investment Trust                            | Granite Real Estate Investment Trust                                             | CUSIP: 387437114<br>LEI: 549300A6I7CLE0ZC0396 | Long             | EC               |  | CA        |      1566 | NS      | $95839.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                              | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      3643 | NS      | $149508.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                             | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     16000 | NS      | $762616.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99945 | PA      | $94589.52     | 0.01%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                                 | DKT Finance ApS                                                                  | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    665000 | PA      | $665186.20    | 0.05%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37042 | PA      | $35664.65     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                        | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     36943 | NS      | $2291470.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51821 | PA      | $53110.70     | 0.00%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517641 | PA      | $495135.57    | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427736.76    | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                             | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      3872 | NS      | $176292.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                          | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5361 | NS      | $2287806.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                               | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      4341 | NS      | $274524.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                          | Sun Life Financial Inc                                                           | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     47595 | NS      | $2391643.83   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Inc                                          | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    785000 | PA      | $659802.47    | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42574 | PA      | $41973.06     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                             | UNITE Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |      9628 | NS      | $118721.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179MLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26322 | PA      | $27177.26     | 0.00%             | 2042-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                          | Sanofi                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     42389 | NS      | $4165426.90   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                          | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1205 | NS      | $132152.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11227 | NS      | $505664.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                        | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    166100 | NS      | $1828885.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                             | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116252.21    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                                         | Magnolia Oil & Gas Corp                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5132 | NS      | $121166.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                    | ROCKWOOL A/S                                                                     | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       190 | NS      | $54438.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45055 | PA      | $46300.08     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $525484.50    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Detroit City School District                                    | DETROIT MI CITY SCH DIST                                                         | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $322937.06    | 0.02%             | 2029-05-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                  | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      7628 | NS      | $832519.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $111889.30    | 0.01%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417138 | PA      | $420119.52    | 0.03%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                      | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    870000 | PA      | $637454.28    | 0.04%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                    | AutoZone Inc                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47772.49     | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       230 | NC      | $47604.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50906 | PA      | $49044.84     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                          | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114760.23    | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                   | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218973.31    | 0.02%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                  | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2181 | NS      | $412318.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                  | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114690.34    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                       | GATX Corp                                                                        | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    375000 | PA      | $354242.65    | 0.02%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                    | Citizens Financial Group Inc                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2569 | NS      | $111289.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J72R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204122 | PA      | $203050.63    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                        | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      7888 | NS      | $1013292.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae I Pool                                                                | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36721 | PA      | $37236.04     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    930000 | PA      | $691920.00    | 0.05%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533480 | PA      | $558492.95    | 0.04%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127983 | PA      | $122822.34    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                                  | Wheel Pros Inc                                                                   | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $337796.57    | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omron Corp                                                      | Omron Corp                                                                       | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     11300 | NS      | $655057.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                       | Sampo Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     43993 | NS      | $2307879.21   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13550 | PA      | $12585.98     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                         | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $741000.00    | 0.05%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                 | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      6142 | NS      | $801592.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2018-1                                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109359 | PA      | $105763.57    | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221278 | PA      | $41067.42     | 0.00%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                          | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623281.17    | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                  | Storebrand ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    167850 | NS      | $1457429.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                    | Chevron Corp                                                                     | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $357799.99    | 0.02%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                   | Zoom Video Communications Inc                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       874 | NS      | $65550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1241371.29   | 0.09%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd                            | Housing Development Finance Corp Ltd                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     38353 | NS      | $1234113.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                              | Diageo Capital PLC                                                               | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $243819.39    | 0.02%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    710000 | PA      | $512814.73    | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                   | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     81200 | NS      | $1457603.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $68600.00     | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YGXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96250 | PA      | $92304.51     | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                     | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      4116 | NS      | $307917.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                                 | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     34979 | NS      | $283398.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HASBRO INC                                                      | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    665000 | PA      | $633760.97    | 0.04%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $696052.67    | 0.05%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                   | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165836.77    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53223 | PA      | $49140.37     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2019-F                                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253582 | PA      | $236440.00    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                          | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      4462 | NS      | $501796.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Electric Co Ltd                                         | Stanley Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36600 | NS      | $787165.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas A&M University                                            | TEXAS ST A & M UNIV REVENUES                                                     | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $927948.78    | 0.06%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75116 | PA      | $76507.24     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                            | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130594.10    | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                       | Epiroc AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |     15195 | NS      | $295597.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10663 | NS      | $1037829.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                        | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $379656.04    | 0.03%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                     | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    510000 | PA      | $453160.50    | 0.03%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                 | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2780 | NS      | $1428808.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307910 | PA      | $260987.09    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                        | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    815000 | PA      | $715260.30    | 0.05%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                                     | Westrock Co                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3688 | NS      | $144717.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173331 | PA      | $163019.15    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2015-GC32                                           | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24102.34     | 0.00%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                    | Pioneer Natural Resources Co                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2609 | NS      | $600983.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192415 | PA      | $179694.85    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     11360 | NS      | $636160.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX Trust                                                       | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26362 | PA      | $25590.39     | 0.00%             | 2059-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                 | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       412 | NS      | $103943.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                                     | Exelon Corp                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235380.32    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                                 | Descartes Systems Group Inc/The                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2507 | NS      | $183061.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                                      | CF Industries Holdings Inc                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5188 | NS      | $439423.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    860000 | PA      | $853083.43    | 0.06%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                           | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $672600.00    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                                    | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      3359 | NS      | $1432815.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346009 | PA      | $355524.08    | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8357 | NS      | $1113235.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446879 | PA      | $438143.06    | 0.03%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57485 | PA      | $55968.47     | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76230 | PA      | $74904.97     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                     | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     19900 | NS      | $980473.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP                                                 | Nordea Bank Abp                                                                  | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    265000 | PA      | $261399.15    | 0.02%             | 2023-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                      | Diageo PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     51637 | NS      | $2243503.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                      | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     43895 | NS      | $6819779.26   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7W84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223973 | PA      | $234335.31    | 0.02%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $411037.99    | 0.03%             | 2025-09-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                | TotalEnergies SE                                                                 | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      8299 | NS      | $514869.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78250 | PA      | $76203.94     | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                          | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     66822 | NS      | $1183402.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Definity Financial Corp                                         | Definity Financial Corp                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     14478 | NS      | $390091.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122083.54    | 0.01%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32398 | PA      | $33416.50     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2877 | PA      | $2838.05      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6GH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590187 | PA      | $599780.25    | 0.04%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408806 | PA      | $362314.75    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $743269.73    | 0.05%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                               | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4140 | NS      | $2070414.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                        | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     89400 | NS      | $2036218.37   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                             | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227241 | PA      | $215642.17    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                    | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       214 | NS      | $521913.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern California Power Agency                                | NTHRN CA PWR AGY REVENUE                                                         | CUSIP: 664845DQ4<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |    300000 | PA      | $362528.58    | 0.02%             | 2040-06-01      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                             | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      9559 | NS      | $1749146.98   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9BC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301819 | PA      | $290612.43    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                         | Panasonic Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    133800 | NS      | $1240887.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |     10278 | NS      | $3701730.05   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                              | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      9333 | NS      | $2380568.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10100 | PA      | $9744.72      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MMVY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733648 | PA      | $1518753.43   | 0.10%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                  | Amazon.com Inc                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    385000 | PA      | $357891.93    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89085 | PA      | $86647.49     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                       | Mitsubishi HC Capital Inc                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    127700 | NS      | $650136.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                        | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $430625.43    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                  | CyberAgent Inc                                                                   | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |    109200 | NS      | $1023259.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                             | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      4239 | NS      | $348572.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                        | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      6681 | NS      | $2622158.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4XA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346901 | PA      | $321999.66    | 0.02%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                    | Glencore PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     94653 | NS      | $635504.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV2                                               | CUSIP: 46652KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277364 | PA      | $240676.08    | 0.02%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                           | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2025 | NS      | $907281.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                 | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    285575 | NS      | $1655569.51   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219413 | PA      | $220769.13    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                       | Hartford Financial Services Group Inc/The                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     27101 | NS      | $2103308.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                         | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        65 | NS      | $342550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20699 | PA      | $19249.11     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                   | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1655 | NS      | $626715.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46645 | PA      | $42960.23     | 0.00%             | 2050-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28676 | PA      | $28831.51     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                              | Alcon Finance Corp                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $961888.44    | 0.07%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    705000 | PA      | $662347.29    | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                      | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7410 | NS      | $3791697.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196494.96    | 0.01%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1039000 | PA      | $870905.68    | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                    | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2906 | NS      | $142277.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                           | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      4811 | NS      | $432557.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $383050.07    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties REIT                              | Canadian Apartment Properties REIT                                               | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |      3377 | NS      | $124871.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4148 | PA      | $3970.42      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                          | Melrose Industries PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    774775 | NS      | $1361700.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1155000 | PA      | $1047801.56   | 0.07%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665711 | PA      | $584207.15    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                       | Epiroc AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      5295 | NS      | $88220.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                 | UPM-Kymmene Oyj                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      2945 | NS      | $106803.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                    | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      8215 | NS      | $2906056.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Katitas Co Ltd                                                  | Katitas Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $112934.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3140000 | PA      | $3117566.08   | 0.21%             | 2023-03-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                        | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $595968.75    | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293243 | PA      | $249697.20    | 0.02%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                       | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    211514 | NS      | $30519355.06  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52445 | PA      | $53630.54     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                        | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1546 | NS      | $260114.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                             | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     19595 | NS      | $742246.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                | CARLYLE US CLO 2019-4 LTD                                                        | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $653507.95    | 0.04%             | 2035-04-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                             | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    555000 | PA      | $537566.36    | 0.04%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BSL84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25588 | PA      | $25022.52     | 0.00%             | 2046-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                    | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     20751 | NS      | $5486149.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    337000 | PA      | $324790.56    | 0.02%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169086 | PA      | $155536.46    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $581666.74    | 0.04%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $776050.00    | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                       | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735773 | PA      | $659614.62    | 0.05%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                       | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    276000 | NS      | $4869244.93   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp                                      | Apartment Income REIT Corp                                                       | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |      2617 | NS      | $100126.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6776 | PA      | $7102.25      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444585 | PA      | $412863.63    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                                        | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1263812.50   | 0.09%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                   | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1556 | NS      | $1180179.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551843 | PA      | $534363.94    | 0.04%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $262857.60    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                      | Hongkong Land Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | BM        |     26200 | NS      | $128036.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118732 | PA      | $120662.95    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12759 | PA      | $11935.88     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3043784 | PA      | $2638678.22   | 0.18%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                    | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $548600.00    | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239199 | PA      | $229270.28    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                       | Seven & i Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     50300 | NS      | $2378059.55   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                        | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $198666.94    | 0.01%             | 2023-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1828500.00   | 0.13%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296877.46    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                        | EQM Midstream Partners LP                                                        | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    415000 | PA      | $363979.90    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                    | Teleflex Inc                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1299 | NS      | $316202.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184425 | PA      | $1037919.66   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| H World Group Ltd                                               | H World Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |     13900 | NS      | $66614.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                       | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      7135 | NS      | $661628.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JAD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108677 | PA      | $106991.10    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                      | Signature Bank/New York NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        60 | NS      | $7737.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyoritsu Maintenance Co Ltd                                     | Kyoritsu Maintenance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800IO2MFHL1NA0986 | Long             | EC               | CORP              | JP        |      1400 | NS      | $63832.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2869 | PA      | $2713.40      | 0.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| KOBOLD METALS SER B 1 CVT                                       | KOBOLD METALS SER B 1 CVT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3900 | NS      | $166928.58    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bombardier Inc                                                  | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $694407.70    | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32653 | PA      | $34342.40     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                           | eG Global Finance PLC                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1007693.75   | 0.07%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146763 | PA      | $151309.10    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X5WP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717912 | PA      | $677241.23    | 0.05%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                        | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    660000 | PA      | $615324.74    | 0.04%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                         | Manulife Financial Corp                                                          | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     64232 | NS      | $1271074.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163995 | PA      | $139476.25    | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                                     | South32 Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    405159 | NS      | $1309205.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                          | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410512.50    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24753.80     | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                        | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    138000 | PA      | $135937.72    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83890 | PA      | $73951.93     | 0.01%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                  | Aon Global Ltd                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $327547.99    | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FMTU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103913 | PA      | $99363.61     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capricorn Metals Ltd                                            | Capricorn Metals Ltd                                                             | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |      4019 | NS      | $12966.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588049 | PA      | $509935.22    | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                        | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234017.55    | 0.02%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $4679678.13   | 0.32%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                                      | Invincible Investment Corp                                                       | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |       231 | NS      | $98422.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242076.00    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                 | Sigma Holdco BV                                                                  | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |   1215000 | PA      | $935550.00    | 0.06%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346838.91    | 0.02%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    425000 | PA      | $410787.97    | 0.03%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                           | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $255691.88    | 0.02%             | 2052-05-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                          | Warehouses De Pauw CVA                                                           | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |      4645 | NS      | $147475.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                              | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3740 | NS      | $548597.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                             | Fifth Third Bancorp                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     16193 | NS      | $587643.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3540000 | PA      | $3106211.73   | 0.21%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308196 | PA      | $298705.12    | 0.02%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                 | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     25538 | NS      | $3813078.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                     | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     39588 | NS      | $3580364.45   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7172 | NS      | $932431.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87346 | PA      | $83662.06     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2270000 | PA      | $1856877.73   | 0.13%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       181 | NS      | $277458.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                        | United Airlines 2019-1 Class AA Pass Through Trust                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305417 | PA      | $281071.97    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp.                                     | Journey Personal Care Corp. 2021 Term Loan B                                     | CUSIP: 48114NAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    773225 | PA      | $570897.54    | 0.04%             | 2028-03-01      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                               | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    128220 | NS      | $1630938.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                         | DCC PLC                                                                          | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     18442 | NS      | $1050662.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                           | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     17598 | NS      | $3363329.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                   | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     67800 | NS      | $765632.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                        | Ameriprise Financial Inc                                                         | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    285000 | PA      | $267820.92    | 0.02%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                              | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     52807 | NS      | $2140267.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262888 | PA      | $264217.38    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     33632 | NS      | $1157949.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694565 | PA      | $624786.26    | 0.04%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                         | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      2032 | NS      | $320710.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $2994390.61   | 0.21%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                        | Shire Acquisitions Investments Ireland DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $167458.74    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                            | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     27000 | NS      | $1315992.47   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                          | APA Infrastructure Ltd                                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $229820.28    | 0.02%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                   | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     13701 | NS      | $869602.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182204 | PA      | $186170.03    | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                            | Thomson Reuters Corp                                                             | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28757.70     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                            | SL Green Realty Corp                                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |      1129 | NS      | $46458.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                   | Shoals Technologies Group Inc                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2621 | NS      | $73099.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8098 | PA      | $7805.46      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385124 | PA      | $379093.28    | 0.03%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7205000 | PA      | $6602144.10   | 0.45%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                              | Ellington Financial Mortgage Trust 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170696 | PA      | $139818.68    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22662 | PA      | $20460.48     | 0.00%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    573122 | PA      | $498048.00    | 0.03%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                             | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100711 | PA      | $93789.81     | 0.01%             | 2065-05-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                            | Las Vegas Sands Corp                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      8736 | NS      | $515424.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43729 | PA      | $42299.50     | 0.00%             | 2026-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492205.13    | 0.03%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151060 | PA      | $146586.06    | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426266 | PA      | $396422.67    | 0.03%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-EXP3 Trust                                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55406 | PA      | $51618.74     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                       | Bunzl PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     26714 | NS      | $980606.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                            | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       967 | NS      | $2353774.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Core REIT Management Pte Ltd                            | Digital Core REIT Management Pte Ltd                                             | CUSIP: 000000000<br>LEI: 549300IIGO612K0POE26 | Long             | EC               |  | SG        |     91100 | NS      | $57832.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                           | American Airlines 2014-1 Class A Pass Through Trust                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92117 | PA      | $81619.63     | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $108427.61    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                                        | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                            | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $698829.37    | 0.05%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7233792 | PA      | $6087610.40   | 0.42%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140EUE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185439 | PA      | $177598.02    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                       | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       712 | NS      | $80520.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708724 | PA      | $628126.09    | 0.04%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                            | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     42882 | NS      | $1512876.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    671000 | PA      | $677314.11    | 0.05%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                  | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     35764 | NS      | $3841411.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                       | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     10230 | NS      | $1469016.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                        | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    515000 | PA      | $143889.40    | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                     | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      2478 | NS      | $1829086.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23040000 | PA      | $20908800.00  | 1.43%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15076.27     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    850000 | PA      | $618068.63    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago      | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                              | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    375000 | PA      | $414132.15    | 0.03%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1210783 | PA      | $1061749.50   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                          | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1350 | NS      | $117072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1104697 | PA      | $985288.34    | 0.07%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                            | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1576 | NS      | $117459.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258704 | PA      | $247389.67    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                      | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1069 | NS      | $220759.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                  | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6306 | NS      | $2364371.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                 | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     18242 | NS      | $1309410.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       396 | NS      | $105177.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1006626 | PA      | $977204.61    | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $355843.86    | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                        | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88936.82     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103868 | PA      | $94445.56     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                        | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $187070.60    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39862 | PA      | $37427.40     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| NAVER Corp                                                      | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      4356 | NS      | $725830.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11488 | PA      | $11118.62     | 0.00%             | 2024-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     17655 | NS      | $6075968.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    345000 | PA      | $336618.47    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                       | Tokio Marine Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    108200 | NS      | $2264770.77   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                          | Province of Manitoba Canada                                                      | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $146915.84    | 0.01%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 77 CLO Ltd                                                                | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $561363.36    | 0.04%             | 2034-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                               | InterContinental Hotels Group PLC                                                | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      1757 | NS      | $121587.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5336 | PA      | $5445.63      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                             | Global Payments Inc                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      7129 | NS      | $803580.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $329783.87    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     50078 | NS      | $7008916.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                                  | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     24269 | NS      | $1000368.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                  | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    178645 | NS      | $18423658.85  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78106 | PA      | $74999.64     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                           | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       643 | NS      | $104267.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570020 | PA      | $505196.58    | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                              | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                             | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $168518.56    | 0.01%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                    | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316143 | PA      | $276908.39    | 0.02%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                     | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    114383 | NS      | $3474846.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39407 | PA      | $36646.57     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651000 | PA      | $548281.93    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                         | Becton Dickinson and Co                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    414000 | PA      | $402608.77    | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $390605.24    | 0.03%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286379 | PA      | $264329.83    | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Note/Bond                                                 | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1306453.13   | 0.09%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER H CVT                                            | DATABRICKS SER H CVT                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2613 | NS      | $156780.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18072 | PA      | $18423.69     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                   | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6605 | NS      | $768623.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Parkway Transportation Corp                               | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                 | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $304077.70    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                       | Woodside Energy Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     10452 | NS      | $271503.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                              | Anglo American PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2023 | NS      | $87200.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                      | Zalando SE                                                                       | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     23933 | NS      | $1109840.33   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245000 | PA      | $250646.48    | 0.02%             | 2053-03-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meituan                                                         | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      2700 | NS      | $60152.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                        | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $631348.78    | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                               | Citgo Holding Inc                                                                | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1030125.00   | 0.07%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                       | Aflac Inc                                                                        | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    540000 | PA      | $454382.90    | 0.03%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                        | AmeriCredit Automobile Receivables Trust 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1062378.31   | 0.07%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362841.53    | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                    | ING Groep NV                                                                     | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1050000 | PA      | $1032245.58   | 0.07%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                         | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 857006AL4<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    510000 | PA      | $508494.86    | 0.03%             | 2023-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                                | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                     | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    810000 | PA      | $601482.83    | 0.04%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $208200.15    | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128411 | PA      | $122149.40    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F5C35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193541 | PA      | $179481.57    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1222145 | PA      | $1127435.79   | 0.08%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verallia SA                                                     | Verallia SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |      2486 | NS      | $91638.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                                    | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3125 | NS      | $710781.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Denso Corp                                                      | Denso Corp                                                                       | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     27200 | NS      | $1469581.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $337834.98    | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                | RELX Capital Inc                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    480000 | PA      | $426294.36    | 0.03%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4840 | PA      | $4718.85      | 0.00%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                             | GS Mortgage-Backed Securities Trust 2020-INV1                                    | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206315 | PA      | $182016.41    | 0.01%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6144 | NS      | $446361.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16070 | PA      | $15543.44     | 0.00%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Centra Health Inc                                               | Centra Health Inc                                                                | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    900000 | PA      | $820746.50    | 0.06%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144669 | PA      | $145727.52    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                                    | Impala Platinum Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      2834 | NS      | $32882.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42079.18     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83934 | PA      | $79263.74     | 0.01%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| American Express Co                                             | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7593 | NS      | $1328243.49   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591111 | PA      | $501434.27    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                   | Life Time Inc                                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    679000 | PA      | $652532.58    | 0.04%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                           | Element Solutions Inc                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2541 | NS      | $52039.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4598039 | PA      | $3867711.09   | 0.27%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                                 | Teleperformance                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      5119 | NS      | $1423973.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $345796.81    | 0.02%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142189 | PA      | $135063.36    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                      | RenaissanceRe Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2795 | NS      | $546953.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                      | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1812 | NS      | $215628.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                                   | Element Fleet Management Corp                                                    | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    145405 | NS      | $2054499.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365434 | PA      | $367682.78    | 0.03%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    824000 | PA      | $664312.25    | 0.05%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $182015.49    | 0.01%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35570 | PA      | $36303.52     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                           | Banco Santander Chile                                                            | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    409000 | PA      | $392128.75    | 0.03%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue            | MIAMI-DADE CNTY FL WTR & SWR REVENUE                                             | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $376484.29    | 0.03%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $726489.43    | 0.05%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    505000 | PA      | $377353.99    | 0.03%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936014 | PA      | $810846.68    | 0.06%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                               | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93488 | PA      | $92023.82     | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $707711.81    | 0.05%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                           | Kirin Holdings Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     50200 | NS      | $773174.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                  | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     17761 | NS      | $2881011.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                             | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2891 | NS      | $242670.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                                                 | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     37100 | NS      | $1242073.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                                   | Confluent Inc                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      9230 | NS      | $213213.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195000 | PA      | $177193.05    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                                        | ASOS PLC                                                                         | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     33083 | NS      | $358208.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                        | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    162776 | NS      | $1693857.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8650 | PA      | $8499.35      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                           | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $83919.35     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                         | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $330180.30    | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                  | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     22311 | NS      | $2719041.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                        | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $632120.00    | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Karora Resources Inc                                            | Karora Resources Inc                                                             | CUSIP: 48575L206<br>LEI: 549300S6PWY0YYVHMC70 | Long             | EC               | CORP              | CA        |     51481 | NS      | $203130.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $779980.19    | 0.05%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                     | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     11036 | NS      | $1099801.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer